Fugro Nv Spline ILLIQ Liquidity Analysis
Liquidity prediction for Tuesday, July 14th, 2026
1 Day
4,295.46
decreased by 48.07
1 Week
4,258.58
decreased by 84.95
1 Month
4,378.45
increased by 34.92
Analysis last updated: Tuesday, July 14, 2026 at 07:56 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
May 26, 2021 to Jul 10, 2026Model Insight
With persistence 0.993, illiquidity shocks have a half-life of 96 trading days (~0.4 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 | 1.0586 | 11.95*** |
α ARCH Response to squared shocks | 0.0909 | 7.18*** |
β GARCH Volatility persistence | 0.9019 | 69.66*** |
Spline Coefficients
K=1
| γ1 | -0.0811 | -1.29 |
Persistence:
0.993
Half-life:
96 days
Other Fugro Nv Analyses
Other Spline ILLIQ Analyses on International Equities