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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Admie (Ipto) Hldg ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jun 20, 2017 to Jul 10, 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 64 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-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***
γi Spline Coefficients
K=1
γ1-0.0567
-3.75***

Persistence:

0.989

Half-life:

64 days