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V-Lab

Quanex Building Products Corp Spline ILLIQ Liquidity Analysis

Liquidity prediction for Monday, July 20th, 2026

1 Day

5,177.48

decreased by 66.37

1 Week

5,199.72

decreased by 44.13

1 Month

4,731.52

decreased by 512.33

Analysis last updated: Friday, July 17, 2026 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Quanex Building Products Corp ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 17, 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 63 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.7764
7.09***
α

ARCH

Response to squared shocks

0.1100
10.03***
β

GARCH

Volatility persistence

0.8790
90.90***
γi Spline Coefficients
K=3
γ1-0.0220
-5.68***
γ20.0416
7.38***
γ3-0.0357
-7.26***

Persistence:

0.989

Half-life:

63 days