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V-Lab

Mingteng International Corp Inc Spline ILLIQ Liquidity Analysis

Liquidity prediction for Thursday, July 9th, 2026

1 Day

222,037.70

increased by 14,804.10

1 Week

164,678.60

decreased by 42,555.00

1 Month

133,666.58

decreased by 73,567.02

Analysis last updated: Wednesday, July 8, 2026 at 11:49 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 liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Apr 18, 2024 to Jul 2, 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 15 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.1381
4.25***
α

ARCH

Response to squared shocks

0.3953
5.51***
β

GARCH

Volatility persistence

0.5593
8.00***
γi Spline Coefficients
K=1
γ10.1888
0.65

Persistence:

0.955

Half-life:

15 days