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Donear Industries Ltd Spline ILLIQ Liquidity Analysis

Liquidity prediction for Wednesday, July 15th, 2026

1 Day

6,878.73

increased by 25.07

1 Week

6,437.08

decreased by 416.58

1 Month

5,162.26

decreased by 1,691.40

Analysis last updated: Wednesday, July 15, 2026 at 07:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Donear Industries Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jan 1, 2007 to Jul 10, 2026

Model Insight

With persistence 0.999, illiquidity shocks have a half-life of 1159 trading days (~4.6 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

0.5385
3.52***
α

ARCH

Response to squared shocks

0.2069
13.92***
β

GARCH

Volatility persistence

0.7925
53.44***
γi Spline Coefficients
K=4
γ10.1650
3.44***
γ2-0.6624
-6.74***
γ31.0285
8.48***
γ4-0.7093
-5.16***

Persistence:

0.999

Half-life:

1159 days