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Integra Resources Corp Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Tuesday, July 28th, 2026

1 Day

3,078.72

decreased by 168.50

1 Week

3,498.58

increased by 251.36

1 Month

3,902.70

increased by 655.48

Analysis last updated: Monday, July 27, 2026 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Integra Resources Corp ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Jul 31, 2020 to Jul 24, 2026

Model Insight

With persistence 0.998, illiquidity shocks have a half-life of 419 trading days (~1.7 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

0.9744
5.67***
α

ARCH

Response to squared shocks

0.0994
7.83***
β

GARCH

Volatility persistence

0.8989
68.69***
γi Spline Coefficients
K=1
γ1-0.3314
-2.83***

Persistence:

0.998

Half-life:

419 days