Mobilezone Holding Ag Spline ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Illiquidity prediction for Thursday, October 15th, 2026
1 Day
5,507.39
increased by 174.46
1 Week
5,921.92
increased by 588.99
1 Month
5,813.78
increased by 480.85
Analysis last updated: Thursday, October 15, 2026 at 09:29 PM UTC
Press Delete or Backspace to remove this series.
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Feb 19, 1997 to Oct 9, 2026Model Insight
With persistence 1.000, illiquidity shocks have a half-life of 86643 trading days (~343.8 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
ILLIQ-SMEM Model
Tap to view equation
High persistence: persistence 1.000, shock half-life ~86643 days
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.1612 | 0.01 |
| αARCH | 0.1819 | 0.00 |
| βGARCH | 0.8181 | 0.00 |
Spline Coefficients
K=9
| γ1 | 0.8422 | 0.00 |
| γ2 | -2.1947 | 0.00 |
| γ3 | 2.1130 | 0.03 |
| γ4 | -1.1218 | -0.04 |
| γ5 | 0.5856 | 0.01 |
| γ6 | -0.5574 | 0.00 |
| γ7 | 0.8522 | 0.00 |
| γ8 | -1.2092 | -0.02 |
| γ9 | 1.7855 | 0.00 |
1.000
Persistence86643d
Half-lifeμ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1612 | 0.01 |
α ARCH Response to squared shocks | 0.1819 | 0.00 |
β GARCH Volatility persistence | 0.8181 | 0.00 |
Spline Coefficients
K=9
| γ1 | 0.8422 | 0.00 |
| γ2 | -2.1947 | 0.00 |
| γ3 | 2.1130 | 0.03 |
| γ4 | -1.1218 | -0.04 |
| γ5 | 0.5856 | 0.01 |
| γ6 | -0.5574 | 0.00 |
| γ7 | 0.8522 | 0.00 |
| γ8 | -1.2092 | -0.02 |
| γ9 | 1.7855 | 0.00 |
Persistence:
1.000
Half-life:
86643 days
Other Mobilezone Holding Ag Analyses
Other Spline ILLIQ Analyses on International Equities