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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gatron Industries Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Apr 25, 1997 to Jul 10, 2026

Model 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

ParameterValuet-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***
γi Spline Coefficients
K=10
γ1-1.2565
-2.81***
γ22.3599
3.31***
γ3-1.8492
-3.07***
γ42.6087
3.18***
γ5-4.2462
-3.34***
γ62.4650
1.42
γ71.3040
0.69
γ8-2.2615
-1.53
γ90.1942
0.21
γ101.6739
1.21

Persistence:

0.978

Half-life:

31 days