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V-Lab

Iware Supplychain Services Spline ILLIQ Liquidity Analysis

Liquidity prediction for Friday, July 17th, 2026

1 Day

7,076.48

increased by 1,652.58

1 Week

6,491.10

increased by 1,067.20

1 Month

8,011.51

increased by 2,587.61

Analysis last updated: Friday, July 17, 2026 at 07:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Iware Supplychain Services ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

May 6, 2025 to Jul 10, 2026

Model 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 2 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.9690
7.27***
α

ARCH

Response to squared shocks

0.3468
4.10***
β

GARCH

Volatility persistence

0.3587
3.05***
γi Spline Coefficients
K=1
γ1-0.2604
-0.27

Persistence:

0.706

Half-life:

2 days