Skip to main content
V-Lab

Mistras Group Inc Spline ILLIQ Liquidity Analysis

Liquidity prediction for Tuesday, July 21st, 2026

1 Day

6,888.46

increased by 421.43

1 Week

6,388.89

decreased by 78.14

1 Month

6,512.91

increased by 45.88

Analysis last updated: Monday, July 20, 2026 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mistras Group Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Oct 8, 2009 to Jul 17, 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 22 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.8159
9.46***
α

ARCH

Response to squared shocks

0.1120
11.60***
β

GARCH

Volatility persistence

0.8575
62.43***
γi Spline Coefficients
K=2
γ10.0495
7.41***
γ2-0.0994
-8.20***

Persistence:

0.970

Half-life:

22 days