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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kossan Rubber Industries Bhd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jul 4, 1996 to Jul 10, 2026

Model 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

ParameterValuet-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***
γi Spline Coefficients
K=3
γ1-0.0653
-3.13***
γ20.0972
2.63***
γ3-0.2228
-2.55**

Persistence:

1.000

Half-life:

2349 days