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V-Lab

Arqit Quantum Inc Spline ILLIQ Liquidity Analysis

Liquidity prediction for Wednesday, July 22nd, 2026

1 Day

5,992.11

decreased by 1,255.25

1 Week

6,966.83

decreased by 280.53

1 Month

5,371.77

decreased by 1,875.59

Analysis last updated: Tuesday, July 21, 2026 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Arqit Quantum Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Feb 4, 2021 to Jul 17, 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 35 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

43.4673
2.94***
α

ARCH

Response to squared shocks

0.2058
9.74***
β

GARCH

Volatility persistence

0.7746
28.56***
γi Spline Coefficients
K=3
γ15.7617
6.35***
γ2-8.3505
-6.78***
γ34.2139
7.20***

Persistence:

0.980

Half-life:

35 days