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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
May 6, 2025 to Jul 10, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | -0.2604 | -0.27 |
Persistence:
0.706
Half-life:
2 days
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