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V-Lab

Knowledge Realty Trust Spline ILLIQ Liquidity Analysis

Liquidity prediction for Monday, July 20th, 2026

1 Day

201.83

decreased by 99.10

1 Week

210.13

decreased by 90.80

1 Month

142.15

decreased by 158.78

Analysis last updated: Sunday, July 19, 2026 at 12:39 AM UTC

Date Range:

from

to

6M ·

All

graph of Knowledge Realty Trust ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Aug 18, 2025 to Jul 17, 2026

Model 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 5 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.1089
6.06***
α

ARCH

Response to squared shocks

0.2569
2.86***
β

GARCH

Volatility persistence

0.6035
4.84***
γi Spline Coefficients
K=1
γ1-3.3706
-1.91*

Persistence:

0.860

Half-life:

5 days