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Ardmore Shipping Corp Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Monday, August 10th, 2026

1 Day

2,388.12

increased by 149.58

1 Week

2,102.43

decreased by 136.11

1 Month

2,514.71

increased by 276.17

Analysis last updated: Friday, August 7, 2026 at 10:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ardmore Shipping Corp ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Aug 1, 2013 to Aug 7, 2026

Model Insight

With persistence 0.993, illiquidity shocks have a half-life of 94 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.3022
6.00***
α

ARCH

Response to squared shocks

0.1044
9.73***
β

GARCH

Volatility persistence

0.8882
81.89***
γi Spline Coefficients
K=1
γ1-0.0429
-4.27***

Persistence:

0.993

Half-life:

94 days