Gatron Industries Ltd Spline ILLIQ Liquidity Analysis
Liquidity prediction for Wednesday, July 15th, 2026
1 Day
7,211.70
increased by 3,750.00
1 Week
3,721.26
increased by 259.56
1 Month
3,012.77
decreased by 448.93
Analysis last updated: Wednesday, July 15, 2026 at 08:27 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Apr 25, 1997 to Jul 10, 2026Model Insight
This model fits a time-varying baseline (a spline), so illiquidity mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 31 trading days.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.5612 | 3.05*** |
α ARCH Response to squared shocks | 0.1545 | 9.83*** |
β GARCH Volatility persistence | 0.8235 | 38.41*** |
Spline Coefficients
K=10
| γ1 | -1.2565 | -2.81*** |
| γ2 | 2.3599 | 3.31*** |
| γ3 | -1.8492 | -3.07*** |
| γ4 | 2.6087 | 3.18*** |
| γ5 | -4.2462 | -3.34*** |
| γ6 | 2.4650 | 1.42 |
| γ7 | 1.3040 | 0.69 |
| γ8 | -2.2615 | -1.53 |
| γ9 | 0.1942 | 0.21 |
| γ10 | 1.6739 | 1.21 |
Persistence:
0.978
Half-life:
31 days
Other Gatron Industries Ltd Analyses
Other Spline ILLIQ Analyses on International Equities