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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Aug 28, 2017 to Jul 17, 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 6 trading days.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-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*** |
Spline Coefficients
K=8
| γ1 | -3.9750 | -4.54*** |
| γ2 | 6.2488 | 5.65*** |
| γ3 | -2.6178 | -4.28*** |
| γ4 | 0.6838 | 1.55 |
| γ5 | -0.9033 | -2.42** |
| γ6 | 1.1147 | 3.30*** |
| γ7 | -1.0533 | -3.09*** |
| γ8 | 1.3922 | 2.77*** |
Persistence:
0.890
Half-life:
6 days
Other Accel Entertainment Inc Analyses
Other Spline ILLIQ Analyses on Equities