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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Oct 18, 1999 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 37 trading days.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-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*** |
Spline Coefficients
K=3
| γ1 | -0.0294 | -3.01*** |
| γ2 | 0.0514 | 3.41*** |
| γ3 | -0.0467 | -3.30*** |
Persistence:
0.981
Half-life:
37 days
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