IBEX Holdings Ltd Spline ILLIQ Liquidity Analysis
Liquidity prediction for Monday, July 20th, 2026
1 Day
5,099.00
decreased by 399.81
1 Week
5,308.10
decreased by 190.71
1 Month
4,484.69
decreased by 1,014.12
Analysis last updated: Friday, July 17, 2026 at 09:28 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Aug 7, 2020 to Jul 17, 2026Model Insight
With persistence 0.999, illiquidity shocks have a half-life of 853 trading days (~3.4 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 | 1.0380 | 6.58*** |
α ARCH Response to squared shocks | 0.0834 | 7.79*** |
β GARCH Volatility persistence | 0.9158 | 86.63*** |
Spline Coefficients
K=1
| γ1 | -0.1297 | -1.40 |
Persistence:
0.999
Half-life:
853 days
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