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FabricAI Inc Spline ILLIQ Liquidity Analysis

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

Illiquidity prediction for Monday, July 27th, 2026

1 Day

103,404.00

increased by 10,234.92

1 Week

88,425.31

decreased by 4,743.77

1 Month

56,932.61

decreased by 36,236.47

Analysis last updated: Friday, July 24, 2026 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FabricAI Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Oct 6, 2003 to Jul 24, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 99021 trading days (~392.9 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

0.9588
0.28
α

ARCH

Response to squared shocks

0.2067
0.05
β

GARCH

Volatility persistence

0.7933
0.17
γi Spline Coefficients
K=2
γ1-0.1323
-0.59
γ20.2403
0.52

Persistence:

1.000

Half-life:

99021 days