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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

Liquidity prediction for Wednesday, July 15th, 2026

1 Day

45,701.33

increased by 4,461.22

1 Week

43,006.74

increased by 1,766.63

1 Month

39,055.09

decreased by 2,185.02

Analysis last updated: Tuesday, July 14, 2026 at 09:16 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 liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Oct 6, 2003 to Jul 10, 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

1.1062
0.25
α

ARCH

Response to squared shocks

0.2134
0.04
β

GARCH

Volatility persistence

0.7866
0.16
γi Spline Coefficients
K=4
γ1-0.0401
0.00
γ2-0.2577
-0.02
γ30.7519
0.17
γ4-0.8287
-0.18

Persistence:

1.000

Half-life:

86643 days