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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Monolithic Power Systems Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Nov 19, 2004 to Jul 17, 2026

Model 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

ParameterValuet-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*
γi Spline Coefficients
K=4
γ10.0747
0.27
γ2-0.1446
-0.17
γ30.0383
0.04
γ40.0246
0.18

Persistence:

1.000

Half-life:

231049 days