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V-Lab

Accel Entertainment Inc Spline ILLIQ Liquidity Analysis

Liquidity prediction for Thursday, July 23rd, 2026

1 Day

5,111.60

increased by 110.82

1 Week

4,957.93

decreased by 42.85

1 Month

4,660.31

decreased by 340.47

Analysis last updated: Wednesday, July 22, 2026 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Accel Entertainment Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Aug 28, 2017 to Jul 17, 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 6 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.0272
2.63***
α

ARCH

Response to squared shocks

0.0808
3.46***
β

GARCH

Volatility persistence

0.8094
8.42***
γi Spline Coefficients
K=8
γ1-3.9750
-4.54***
γ26.2488
5.65***
γ3-2.6178
-4.28***
γ40.6838
1.55
γ5-0.9033
-2.42**
γ61.1147
3.30***
γ7-1.0533
-3.09***
γ81.3922
2.77***

Persistence:

0.890

Half-life:

6 days