Monolithic Power Systems Inc Spline ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Tuesday, July 21st, 2026
1 Day
26.62
decreased by 1.37
1 Week
29.54
increased by 1.55
1 Month
27.28
decreased by 0.71
Analysis last updated: Monday, July 20, 2026 at 09:29 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Nov 19, 2004 to Jul 17, 2026Model Insight
With persistence 1.000, illiquidity shocks have a half-life of 231049 trading days (~916.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0009 | 4.29*** |
α ARCH Response to squared shocks | 0.0976 | 0.19 |
β GARCH Volatility persistence | 0.9024 | 1.74* |
Spline Coefficients
K=4
| γ1 | 0.0747 | 0.27 |
| γ2 | -0.1446 | -0.17 |
| γ3 | 0.0383 | 0.04 |
| γ4 | 0.0246 | 0.18 |
Persistence:
1.000
Half-life:
231049 days
Other Monolithic Power Systems Inc Analyses
Other Spline ILLIQ Analyses on Equities