Lantronix Inc Spline ILLIQ Liquidity Analysis
Liquidity prediction for Thursday, July 9th, 2026
1 Day
5,830.91
decreased by 745.29
1 Week
5,859.35
decreased by 716.85
1 Month
5,553.49
decreased by 1,022.71
Analysis last updated: Wednesday, July 8, 2026 at 11:38 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Aug 4, 2000 to Jul 2, 2026Model Insight
With persistence 0.990, illiquidity shocks have a half-life of 71 trading days (~0.3 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 | 1.1261 | 4.36*** |
α ARCH Response to squared shocks | 0.2071 | 9.99*** |
β GARCH Volatility persistence | 0.7833 | 37.74*** |
Spline Coefficients
K=1
| γ1 | -0.0245 | -1.89* |
Persistence:
0.990
Half-life:
71 days
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