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Duos Technologies Group Inc Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Wednesday, September 30th, 2026

1 Day

6,669.15

decreased by 1,478.18

1 Week

7,776.16

decreased by 371.17

1 Month

5,872.16

decreased by 2,275.17

Analysis last updated: Tuesday, September 29, 2026 at 09:10 PM UTC

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Date Range:

from

09/29/2024

to

09/29/2026

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Duos Technologies Group Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Apr 8, 2016 to Sep 25, 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 10 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

Time-varying baseline: illiquidity reverts to a slowly-shifting spline trend
ParamValuet-stat
ωconst3.7207
2.19**
αARCH0.2202
7.68***
βGARCH0.7118
18.83***
∑γi Spline Coefficients
K=8
γ1-2.6970
-1.62
γ24.7157
2.06**
γ3-4.1030
-3.59***
γ45.7539
4.89***
γ5-7.3881
-6.47***
γ66.2095
6.15***
γ7-4.7596
-6.35***
γ84.5970
5.89***

0.932

Persistence

10d

Half-life
μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

3.7207
2.19**
α

ARCH

Response to squared shocks

0.2202
7.68***
β

GARCH

Volatility persistence

0.7118
18.83***
∑γi Spline Coefficients
K=8
γ1-2.6970
-1.62
γ24.7157
2.06**
γ3-4.1030
-3.59***
γ45.7539
4.89***
γ5-7.3881
-6.47***
γ66.2095
6.15***
γ7-4.7596
-6.35***
γ84.5970
5.89***

Persistence:

0.932

Half-life:

10 days