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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Keel Infrastructure Corp ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jul 16, 2019 to Jul 10, 2026

Model 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

ParameterValuet-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***
γi Spline Coefficients
K=1
γ1-0.0772
-0.97

Persistence:

1.000

Half-life:

1754 days