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Aaa Technologies Limited Spline ILLIQ Liquidity Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Liquidity prediction for Tuesday, July 14th, 2026

1 Day

4,154.48

decreased by 432.28

1 Week

4,944.73

increased by 357.97

1 Month

6,195.59

increased by 1,608.83

Analysis last updated: Tuesday, July 14, 2026 at 06:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Aaa Technologies Limited ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Oct 13, 2020 to Jul 10, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 138629 trading days (~550.1 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.7758
2.45**
α

ARCH

Response to squared shocks

0.1520
0.01
β

GARCH

Volatility persistence

0.8480
0.07
γi Spline Coefficients
K=1
γ1-0.4584
-0.01

Persistence:

1.000

Half-life:

138629 days