V-Lab
Highlander Silver Corp Spline ILLIQ Liquidity Analysis
Illiquidity prediction for Tuesday, August 18th, 2026
1 Day
11,223.01
decreased by 367.81
1 Week
11,903.40
increased by 312.58
1 Month
17,735.20
increased by 6,144.38
Analysis last updated: Monday, August 17, 2026 at 09:52 PM UTC
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Mar 11, 2026 to Aug 14, 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 | 2.2127 | 6.54*** |
α ARCH Response to squared shocks | 0.2584 | 2.47** |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=1
| γ1 | -7.3416 | -1.22 |
Persistence:
0.258
Half-life:
1 days
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