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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Nov 6, 2015 to Jul 3, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | -0.0067 | -0.40 |
Persistence:
0.995
Half-life:
136 days
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