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Contango Silver & Gold Inc Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Friday, July 31st, 2026

1 Day

3,989.28

increased by 324.62

1 Week

3,752.52

increased by 87.86

1 Month

3,556.24

decreased by 108.42

Analysis last updated: Thursday, July 30, 2026 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Contango Silver & Gold Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Dec 21, 2010 to Jul 24, 2026

Model Insight

With persistence 0.994, illiquidity shocks have a half-life of 121 trading days (~0.5 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

1.2347
3.31***
α

ARCH

Response to squared shocks

0.0806
6.26***
β

GARCH

Volatility persistence

0.9137
60.87***
γi Spline Coefficients
K=1
γ1-0.1465
-6.61***

Persistence:

0.994

Half-life:

121 days