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V-Lab

Occl Ltd Spline ILLIQ Liquidity Analysis

Liquidity prediction for Tuesday, July 21st, 2026

1 Day

3,757.86

decreased by 464.47

1 Week

4,835.24

increased by 612.91

1 Month

5,096.92

increased by 874.59

Analysis last updated: Tuesday, July 21, 2026 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Occl Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Oct 29, 2024 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 8 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.2288
7.49***
α

ARCH

Response to squared shocks

0.1527
4.36***
β

GARCH

Volatility persistence

0.7630
14.40***
γi Spline Coefficients
K=1
γ1-0.3803
-1.11

Persistence:

0.916

Half-life:

8 days