Everforth Inc Spline ILLIQ Liquidity Analysis
Liquidity prediction for Wednesday, July 15th, 2026
1 Day
2,751.71
increased by 307.06
1 Week
2,342.14
decreased by 102.51
1 Month
1,960.33
decreased by 484.32
Analysis last updated: Tuesday, July 14, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Sep 22, 1992 to Jul 10, 2026Model Insight
With persistence 0.990, illiquidity shocks have a half-life of 71 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.4046 | 5.16*** |
α ARCH Response to squared shocks | 0.0941 | 8.08*** |
β GARCH Volatility persistence | 0.8961 | 69.07*** |
Spline Coefficients
K=5
| γ1 | -0.0844 | -3.40*** |
| γ2 | 0.1506 | 3.73*** |
| γ3 | -0.1184 | -4.18*** |
| γ4 | 0.0905 | 4.51*** |
| γ5 | -0.0436 | -1.91* |
Persistence:
0.990
Half-life:
71 days
Other Everforth Inc Analyses
Other Spline ILLIQ Analyses on Equities