Skip to main content
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

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 Jul 24, 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 14 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-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***
γi Spline Coefficients
K=1
γ10.2566
1.00

Persistence:

0.952

Half-life:

14 days