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Mingteng International Corp Inc Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Wednesday, August 19th, 2026

1 Day

41,237.41

decreased by 38,964.86

1 Week

45,042.48

decreased by 35,159.79

1 Month

124,799.53

increased by 44,597.26

Analysis last updated: Tuesday, August 18, 2026 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Mingteng International Corp Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Apr 18, 2024 to Aug 14, 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 3 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.7563
3.93***
α

ARCH

Response to squared shocks

0.3570
4.80***
β

GARCH

Volatility persistence

0.4207
3.59***
γi Spline Coefficients
K=3
γ1-6.3545
-4.19***
γ213.6451
4.47***
γ3-19.9896
-3.41***

Persistence:

0.778

Half-life:

3 days