Autozi Internet Technology Global Ltd Spline ILLIQ Liquidity Analysis
Liquidity prediction for Tuesday, July 14th, 2026
1 Day
377,731.60
increased by 195,775.40
1 Week
221,795.52
increased by 39,839.32
1 Month
204,537.91
increased by 22,581.71
Analysis last updated: Monday, July 13, 2026 at 09:18 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Aug 28, 2024 to Jul 10, 2026Model 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.3759 | 4.12*** |
α ARCH Response to squared shocks | 0.3302 | 5.88*** |
β GARCH Volatility persistence | 0.6382 | 10.18*** |
Spline Coefficients
K=1
| γ1 | -0.0987 | -0.14 |
Persistence:
0.968
Half-life:
22 days
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