Green Circle Decarbonize Technology Ltd Spline ILLIQ Liquidity Analysis
Liquidity prediction for Tuesday, July 14th, 2026
1 Day
176,509.10
decreased by 148,813.90
1 Week
301,465.30
decreased by 23,857.70
1 Month
384,325.91
increased by 59,002.91
Analysis last updated: Monday, July 13, 2026 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jan 13, 2026 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 1 trading day.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.5914 | 5.25*** |
α ARCH Response to squared shocks | 0.3412 | 2.97*** |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=1
| γ1 | -32.5892 | -6.30*** |
Persistence:
0.341
Half-life:
1 days
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