Admie (Ipto) Hldg Spline ILLIQ Liquidity Analysis
Liquidity prediction for Wednesday, July 15th, 2026
1 Day
5,792.60
decreased by 602.77
1 Week
5,132.30
decreased by 1,263.07
1 Month
4,486.30
decreased by 1,909.07
Analysis last updated: Wednesday, July 15, 2026 at 06:56 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jun 20, 2017 to Jul 10, 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2060 | 7.35*** |
α ARCH Response to squared shocks | 0.1072 | 9.95*** |
β GARCH Volatility persistence | 0.8821 | 68.06*** |
Spline Coefficients
K=1
| γ1 | -0.0567 | -3.75*** |
Persistence:
0.989
Half-life:
64 days
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