V-Lab
Allied Gold Corp Spline ILLIQ Liquidity Analysis
Illiquidity prediction for Monday, September 21st, 2026
1 Day
1,197.88
decreased by 109.31
1 Week
1,182.85
decreased by 124.34
1 Month
856.57
decreased by 450.62
Analysis last updated: Saturday, September 19, 2026 at 08:57 AM UTC
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Sep 11, 2023 to Sep 18, 2026Model Insight
This model fits a time-varying baseline (a spline), so illiquidity mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 64 trading days.
μ
ILLIQ-SMEM Model
Tap to view equation
Time-varying baseline: illiquidity reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.6732 | 3.74*** |
| αARCH | 0.1851 | 6.40*** |
| βGARCH | 0.8041 | 27.03*** |
Spline Coefficients
K=1
| γ1 | -0.8428 | -2.76*** |
0.989
Persistence64d
Half-lifeμ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.6732 | 3.74*** |
α ARCH Response to squared shocks | 0.1851 | 6.40*** |
β GARCH Volatility persistence | 0.8041 | 27.03*** |
Spline Coefficients
K=1
| γ1 | -0.8428 | -2.76*** |
Persistence:
0.989
Half-life:
64 days
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