Fly-E Group Inc Spline ILLIQ Liquidity Analysis
Liquidity prediction for Tuesday, July 21st, 2026
1 Day
5,055,688.00
increased by 850,208.00
1 Week
4,128,060.40
decreased by 77,419.60
1 Month
3,576,765.25
decreased by 628,714.75
Analysis last updated: Monday, July 20, 2026 at 09:24 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jun 6, 2024 to Jul 17, 2026Model Insight
With persistence 0.997, illiquidity shocks have a half-life of 203 trading days (~0.8 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2258 | 4.71*** |
α ARCH Response to squared shocks | 0.2634 | 8.02*** |
β GARCH Volatility persistence | 0.7332 | 21.89*** |
Spline Coefficients
K=1
| γ1 | 1.5025 | 2.26** |
Persistence:
0.997
Half-life:
203 days
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