V-Lab
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
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Apr 18, 2024 to Aug 14, 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 3 trading days.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-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*** |
Spline Coefficients
K=3
| γ1 | -6.3545 | -4.19*** |
| γ2 | 13.6451 | 4.47*** |
| γ3 | -19.9896 | -3.41*** |
Persistence:
0.778
Half-life:
3 days
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