V-Lab
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
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Aug 1, 2013 to Aug 7, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | -0.0429 | -4.27*** |
Persistence:
0.993
Half-life:
94 days
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