V-Lab
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
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Jul 31, 2020 to Jul 24, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | -0.3314 | -2.83*** |
Persistence:
0.998
Half-life:
419 days
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