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V-Lab

Argo Global Listed Infrastructure Limited Spline ILLIQ Liquidity Analysis

Liquidity prediction for Wednesday, July 15th, 2026

1 Day

47,003.97

increased by 2,982.56

1 Week

42,184.99

decreased by 1,836.42

1 Month

41,159.34

decreased by 2,862.07

Analysis last updated: Wednesday, July 15, 2026 at 06:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Argo Global Listed Infrastructure Limited ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jul 3, 2015 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 22 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.4545
7.74***
α

ARCH

Response to squared shocks

0.1000
5.97***
β

GARCH

Volatility persistence

0.8695
41.93***
γi Spline Coefficients
K=1
γ1-0.0104
-1.69*

Persistence:

0.969

Half-life:

22 days