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Dulamia Cotton Spinning Mill Spline ILLIQ Liquidity Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Liquidity prediction for Wednesday, July 15th, 2026

1 Day

6,558.71

decreased by 5,793.30

1 Week

5,078.18

decreased by 7,273.83

1 Month

2,588.14

decreased by 9,763.87

Analysis last updated: Wednesday, July 15, 2026 at 06:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dulamia Cotton Spinning Mill ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Oct 5, 2009 to Jul 9, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 86643 trading days (~343.8 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

7.6519
0.00
α

ARCH

Response to squared shocks

0.4884
0.00
β

GARCH

Volatility persistence

0.5116
0.00
γi Spline Coefficients
K=10
γ1-1.0907
-0.01
γ20.6052
0.00
γ31.9284
0.13
γ4-3.9348
-0.07
γ52.9808
0.13
γ61.7706
0.05
γ7-5.7817
-0.10
γ86.2973
0.22
γ9-2.4385
-0.09
γ10-22.1940
-0.28

Persistence:

1.000

Half-life:

86643 days