V-Lab
Highlander Silver Corp Spline ILLIQ Liquidity Analysis
Illiquidity prediction for Monday, August 24th, 2026
1 Day
7,981.65
decreased by 1,091.08
1 Week
9,921.23
increased by 848.50
1 Month
14,390.33
increased by 5,317.60
Analysis last updated: Friday, August 21, 2026 at 11:15 PM UTC
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Mar 11, 2026 to Aug 21, 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 1 trading day.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.1293 | 6.41*** |
α ARCH Response to squared shocks | 0.2760 | 2.68*** |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=1
| γ1 | -10.0966 | -1.90* |
Persistence:
0.276
Half-life:
1 days
Other Highlander Silver Corp Analyses
Other Spline ILLIQ Analyses on Equities