V-Lab
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
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Oct 4, 2023 to Jul 17, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | -0.6020 | -2.59*** |
Persistence:
0.985
Half-life:
47 days
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