Keel Infrastructure Corp Spline ILLIQ Liquidity Analysis
Liquidity prediction for Tuesday, July 14th, 2026
1 Day
2,600.61
increased by 440.67
1 Week
2,279.70
increased by 119.76
1 Month
1,342.78
decreased by 817.16
Analysis last updated: Tuesday, July 14, 2026 at 09:05 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jul 16, 2019 to Jul 10, 2026Model Insight
With persistence 1.000, illiquidity shocks have a half-life of 1754 trading days (~7.0 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 | 0.8574 | 4.30*** |
α ARCH Response to squared shocks | 0.2172 | 13.57*** |
β GARCH Volatility persistence | 0.7824 | 48.92*** |
Spline Coefficients
K=1
| γ1 | -0.0772 | -0.97 |
Persistence:
1.000
Half-life:
1754 days
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