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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Fly-E Group Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jun 6, 2024 to Jul 17, 2026

Model 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

ParameterValuet-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***
γi Spline Coefficients
K=1
γ11.5025
2.26**

Persistence:

0.997

Half-life:

203 days