Mekong Fisheries Jsc Spline ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Illiquidity prediction for Monday, November 9th, 2026
1 Day
11,853.50
increased by 7,836.46
1 Week
5,678.43
increased by 1,661.39
1 Month
3,709.47
decreased by 307.57
Analysis last updated: Sunday, November 8, 2026 at 04:10 AM UTC
Press Delete or Backspace to remove this series.
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Sep 25, 2009 to Nov 6, 2026Model Insight
With persistence 1.000, illiquidity shocks have a half-life of 77016 trading days (~305.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
ILLIQ-SMEM Model
Tap to view equation
High persistence: persistence 1.000, shock half-life ~77016 days
| Param | Value | t-stat |
|---|---|---|
| ωconst | 3.1498 | 0.00 |
| αARCH | 0.2246 | 0.00 |
| βGARCH | 0.7754 | 0.00 |
Spline Coefficients
K=10
| γ1 | 0.0114 | 0.00 |
| γ2 | -0.7905 | 0.00 |
| γ3 | 1.1117 | 0.01 |
| γ4 | -0.5774 | 0.00 |
| γ5 | 0.0383 | 0.00 |
| γ6 | 0.6970 | 0.00 |
| γ7 | -2.9408 | -0.01 |
| γ8 | 6.2714 | 0.01 |
| γ9 | -5.9804 | -0.08 |
| γ10 | 3.6208 | 0.01 |
1.000
Persistence77016d
Half-lifeμ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.1498 | 0.00 |
α ARCH Response to squared shocks | 0.2246 | 0.00 |
β GARCH Volatility persistence | 0.7754 | 0.00 |
Spline Coefficients
K=10
| γ1 | 0.0114 | 0.00 |
| γ2 | -0.7905 | 0.00 |
| γ3 | 1.1117 | 0.01 |
| γ4 | -0.5774 | 0.00 |
| γ5 | 0.0383 | 0.00 |
| γ6 | 0.6970 | 0.00 |
| γ7 | -2.9408 | -0.01 |
| γ8 | 6.2714 | 0.01 |
| γ9 | -5.9804 | -0.08 |
| γ10 | 3.6208 | 0.01 |
Persistence:
1.000
Half-life:
77016 days
Other Mekong Fisheries Jsc Analyses
Other Spline ILLIQ Analyses on International Equities