Oculis Holding AG Spline ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Wednesday, July 15th, 2026
1 Day
15,565.65
increased by 13,017.75
1 Week
5,137.47
increased by 2,589.57
1 Month
3,054.38
increased by 506.48
Analysis last updated: Wednesday, July 15, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Apr 23, 2024 to Jul 3, 2026Model Insight
With persistence 1.000, illiquidity shocks have a half-life of 115524 trading days (~458.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1398 | 0.00 |
α ARCH Response to squared shocks | 0.3388 | 0.00 |
β GARCH Volatility persistence | 0.6612 | 0.00 |
Spline Coefficients
K=6
| γ1 | -169.8592 | 0.00 |
| γ2 | 203.2102 | 0.00 |
| γ3 | -22.4416 | 0.00 |
| γ4 | -32.2428 | 0.00 |
| γ5 | 40.0919 | 0.00 |
| γ6 | -20.3561 | 0.00 |
Persistence:
1.000
Half-life:
115524 days
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