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Neostellar Capital Corp Spline ILLIQ Liquidity Analysis

Liquidity prediction for Thursday, July 23rd, 2026

1 Day

11,119.38

increased by 2,321.18

1 Week

8,898.54

increased by 100.34

1 Month

7,278.51

decreased by 1,519.69

Analysis last updated: Wednesday, July 22, 2026 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Neostellar Capital Corp ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Apr 28, 2011 to Jul 17, 2026

Model Insight

With persistence 0.997, illiquidity shocks have a half-life of 251 trading days (~1.0 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.2805
6.18***
α

ARCH

Response to squared shocks

0.1684
17.17***
β

GARCH

Volatility persistence

0.8288
85.13***
γi Spline Coefficients
K=1
γ1-0.0125
-1.19

Persistence:

0.997

Half-life:

251 days