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hSenid Business Solutions PLC Spline ILLIQ Liquidity Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Liquidity prediction for Tuesday, July 14th, 2026

1 Day

15,909.79

increased by 6,535.96

1 Week

10,644.04

increased by 1,270.21

1 Month

5,526.26

decreased by 3,847.57

Analysis last updated: Tuesday, July 14, 2026 at 08:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of hSenid Business Solutions PLC ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Dec 21, 2021 to Jul 10, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 77016 trading days (~305.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9075
0.03
α

ARCH

Response to squared shocks

0.3278
0.00
β

GARCH

Volatility persistence

0.6722
0.01
γi Spline Coefficients
K=8
γ116.1614
0.01
γ2-39.1678
-0.64
γ339.2818
0.01
γ4-38.5926
-0.18
γ546.9580
0.08
γ6-41.7321
-0.06
γ718.9695
0.13
γ85.6601
0.02

Persistence:

1.000

Half-life:

77016 days