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V-Lab

Allied Gold Corp Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Tuesday, September 8th, 2026

1 Day

801.59

increased by 137.54

1 Week

735.10

increased by 71.05

1 Month

631.76

decreased by 32.29

Analysis last updated: Saturday, September 5, 2026 at 09:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Allied Gold Corp ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Sep 11, 2023 to Sep 4, 2026

Model 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 56 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.6641
3.73***
α

ARCH

Response to squared shocks

0.1834
6.29***
β

GARCH

Volatility persistence

0.8043
26.75***
γi Spline Coefficients
K=1
γ1-0.8281
-2.89***

Persistence:

0.988

Half-life:

56 days