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Lithium Americas Corp -Spn Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Thursday, July 23rd, 2026

1 Day

6,188.69

decreased by 73.54

1 Week

5,440.98

decreased by 821.25

1 Month

3,939.70

decreased by 2,322.53

Analysis last updated: Thursday, July 23, 2026 at 09:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Lithium Americas Corp -Spn ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Oct 4, 2023 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 47 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0837
6.79***
α

ARCH

Response to squared shocks

0.1467
6.53***
β

GARCH

Volatility persistence

0.8388
34.21***
γi Spline Coefficients
K=1
γ1-0.6020
-2.59***

Persistence:

0.985

Half-life:

47 days