V-Lab
Mingteng International Corp Inc Spline ILLIQ Liquidity Analysis
Illiquidity prediction for Thursday, July 30th, 2026
1 Day
153,919.40
increased by 8,596.70
1 Week
144,048.46
decreased by 1,274.24
1 Month
161,603.48
increased by 16,280.78
Analysis last updated: Wednesday, July 29, 2026 at 09:26 PM UTC
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Apr 18, 2024 to Jul 24, 2026Model 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 14 trading days.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.1119 | 4.39*** |
α ARCH Response to squared shocks | 0.3887 | 5.45*** |
β GARCH Volatility persistence | 0.5628 | 8.11*** |
Spline Coefficients
K=1
| γ1 | 0.2566 | 1.00 |
Persistence:
0.952
Half-life:
14 days
Other Mingteng International Corp Inc Analyses
Other Spline ILLIQ Analyses on Equities