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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of IBEX Holdings Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Aug 7, 2020 to Jul 17, 2026

Model 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

ParameterValuet-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***
γi Spline Coefficients
K=1
γ1-0.1297
-1.40

Persistence:

0.999

Half-life:

853 days