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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Apr 18, 2024 to Jul 2, 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 15 trading days.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | 0.1888 | 0.65 |
Persistence:
0.955
Half-life:
15 days
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