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MasterCraft Boat Holdings Inc Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Friday, September 25th, 2026

1 Day

5,470.90

decreased by 7.40

1 Week

5,128.10

decreased by 350.20

1 Month

4,623.22

decreased by 855.08

Analysis last updated: Thursday, September 24, 2026 at 09:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MasterCraft Boat Holdings Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Jul 17, 2015 to Sep 18, 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 49 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

Time-varying baseline: illiquidity reverts to a slowly-shifting spline trend
ParamValuet-stat
ωconst1.2841
6.62***
αARCH0.1086
9.09***
βGARCH0.8774
63.48***
∑γi Spline Coefficients
K=1
γ1-0.0132
-1.16

0.986

Persistence

49d

Half-life
μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.2841
6.62***
α

ARCH

Response to squared shocks

0.1086
9.09***
β

GARCH

Volatility persistence

0.8774
63.48***
∑γi Spline Coefficients
K=1
γ1-0.0132
-1.16

Persistence:

0.986

Half-life:

49 days