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Masood Textile Mills Ltd 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 Wednesday, July 22nd, 2026

1 Day

5,329.28

increased by 195.43

1 Week

5,938.88

increased by 805.03

1 Month

5,658.33

increased by 524.48

Analysis last updated: Wednesday, July 22, 2026 at 08:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Masood Textile Mills Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Mar 29, 2005 to Jul 17, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 115524 trading days (~458.4 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

0.4957
0.03
α

ARCH

Response to squared shocks

0.2014
0.00
β

GARCH

Volatility persistence

0.7986
0.00
γi Spline Coefficients
K=6
γ1-4.9225
-0.01
γ26.2489
0.00
γ3-1.0864
0.00
γ4-0.5187
0.00
γ50.3857
0.00
γ6-1.0859
0.00

Persistence:

1.000

Half-life:

115524 days