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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

Date Range:

from

to

6M ·

1Y ·

All

graph of Autozi Internet Technology Global Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Aug 28, 2024 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

1.3759
4.12***
α

ARCH

Response to squared shocks

0.3302
5.88***
β

GARCH

Volatility persistence

0.6382
10.18***
γi Spline Coefficients
K=1
γ1-0.0987
-0.14

Persistence:

0.968

Half-life:

22 days