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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lantronix Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Aug 4, 2000 to Jul 2, 2026

Model 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

ParameterValuet-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***
γi Spline Coefficients
K=1
γ1-0.0245
-1.89*

Persistence:

0.990

Half-life:

71 days