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
Liquidity prediction for Wednesday, July 22nd, 2026
1 Day
7,149.74
increased by 6,007.01
1 Week
2,784.91
increased by 1,642.18
1 Month
1,668.64
increased by 525.91
Analysis last updated: Wednesday, July 22, 2026 at 08:38 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Sep 25, 2009 to Jul 17, 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.3139 | 0.00 |
α ARCH Response to squared shocks | 0.2015 | 0.00 |
β GARCH Volatility persistence | 0.7985 | 0.00 |
Spline Coefficients
K=10
| γ1 | 0.3210 | 0.00 |
| γ2 | -1.3154 | 0.00 |
| γ3 | 1.4634 | 0.00 |
| γ4 | -0.7837 | 0.00 |
| γ5 | 0.1043 | 0.00 |
| γ6 | 0.7698 | 0.01 |
| γ7 | -2.7273 | -0.01 |
| γ8 | 5.1301 | 0.01 |
| γ9 | -4.3583 | -0.10 |
| γ10 | 1.8958 | 0.00 |
Persistence:
1.000
Half-life:
77016 days
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