Kossan Rubber Industries Bhd Spline ILLIQ Liquidity Analysis
Liquidity prediction for Friday, July 17th, 2026
1 Day
5,747.44
decreased by 344.84
1 Week
5,301.58
decreased by 790.70
1 Month
3,858.83
decreased by 2,233.45
Analysis last updated: Friday, July 17, 2026 at 08:31 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jul 4, 1996 to Jul 10, 2026Model Insight
With persistence 1.000, illiquidity shocks have a half-life of 2349 trading days (~9.3 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 | 1.2300 | 4.54*** |
α ARCH Response to squared shocks | 0.1409 | 6.88*** |
β GARCH Volatility persistence | 0.8588 | 41.88*** |
Spline Coefficients
K=3
| γ1 | -0.0653 | -3.13*** |
| γ2 | 0.0972 | 2.63*** |
| γ3 | -0.2228 | -2.55** |
Persistence:
1.000
Half-life:
2349 days
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