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V-Lab

Greif Inc Spline ILLIQ Liquidity Analysis

Liquidity prediction for Thursday, July 16th, 2026

1 Day

6,093.08

increased by 2,330.10

1 Week

4,186.09

increased by 423.11

1 Month

3,827.37

increased by 64.39

Analysis last updated: Wednesday, July 15, 2026 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Greif Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Oct 18, 1999 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 37 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.7151
6.65***
α

ARCH

Response to squared shocks

0.1052
11.16***
β

GARCH

Volatility persistence

0.8762
81.63***
γi Spline Coefficients
K=3
γ1-0.0294
-3.01***
γ20.0514
3.41***
γ3-0.0467
-3.30***

Persistence:

0.981

Half-life:

37 days