V-Lab
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
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Jul 17, 2015 to Sep 18, 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 49 trading days.
μ
ILLIQ-SMEM Model
Tap to view equation
Time-varying baseline: illiquidity reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.2841 | 6.62*** |
| αARCH | 0.1086 | 9.09*** |
| βGARCH | 0.8774 | 63.48*** |
Spline Coefficients
K=1
| γ1 | -0.0132 | -1.16 |
0.986
Persistence49d
Half-lifeμ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | -0.0132 | -1.16 |
Persistence:
0.986
Half-life:
49 days
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