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Hapag-Lloyd Aktiengesellschaft Spline ILLIQ Liquidity Analysis

Liquidity prediction for Friday, July 10th, 2026

1 Day

7,284.39

decreased by 771.24

1 Week

8,018.24

decreased by 37.39

1 Month

7,905.17

decreased by 150.46

Analysis last updated: Friday, July 10, 2026 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hapag-Lloyd Aktiengesellschaft ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Nov 6, 2015 to Jul 3, 2026

Model Insight

With persistence 0.995, illiquidity shocks have a half-life of 136 trading days (~0.5 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

1.2295
4.76***
α

ARCH

Response to squared shocks

0.1148
7.64***
β

GARCH

Volatility persistence

0.8801
55.88***
γi Spline Coefficients
K=1
γ1-0.0067
-0.40

Persistence:

0.995

Half-life:

136 days