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AGNT Inc Spline ILLIQ Liquidity Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Illiquidity prediction for Tuesday, July 28th, 2026

1 Day

7,162.95

decreased by 426.79

1 Week

6,951.12

decreased by 638.62

1 Month

6,367.22

decreased by 1,222.52

Analysis last updated: Monday, July 27, 2026 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AGNT Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Jan 29, 2014 to Jul 24, 2026

Model Insight

Estimated persistence of 1.000 is at or above 1 (non-stationary): illiquidity shocks do not decay and the long-run level is undefined, so long-horizon forecasts should be treated with caution.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.7035
α

ARCH

Response to squared shocks

0.1183
β

GARCH

Volatility persistence

0.8817
γi Spline Coefficients
K=2
γ1-0.6064
γ21.1173

Persistence:

1.000

Half-life:

-