Skip to main content
V-Lab

Paycom Software Inc Spline ILLIQ Liquidity Analysis

Liquidity prediction for Thursday, July 16th, 2026

1 Day

213.76

decreased by 5.42

1 Week

205.99

decreased by 13.19

1 Month

192.45

decreased by 26.73

Analysis last updated: Wednesday, July 15, 2026 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Paycom Software Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Apr 15, 2014 to Jul 10, 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 38 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.4401
9.67***
α

ARCH

Response to squared shocks

0.0801
9.15***
β

GARCH

Volatility persistence

0.9018
83.03***
γi Spline Coefficients
K=1
γ10.0250
5.73***

Persistence:

0.982

Half-life:

38 days