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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

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graph of Fugro Nv ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

May 26, 2021 to Jul 10, 2026

Model 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

ParameterValuet-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***
γi Spline Coefficients
K=1
γ1-0.0811
-1.29

Persistence:

0.993

Half-life:

96 days