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Basilic FLY Studio Limited Spline ILLIQ Liquidity Analysis

Liquidity prediction for Wednesday, July 15th, 2026

1 Day

3,766.90

increased by 742.63

1 Week

3,841.74

increased by 817.47

1 Month

5,056.02

increased by 2,031.75

Analysis last updated: Wednesday, July 15, 2026 at 07:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Basilic FLY Studio Limited ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Sep 11, 2023 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 11 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.6108
6.88***
α

ARCH

Response to squared shocks

0.2156
4.12***
β

GARCH

Volatility persistence

0.7219
14.34***
γi Spline Coefficients
K=1
γ1-0.2576
-1.39

Persistence:

0.938

Half-life:

11 days