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Perpetual Equity Investment Company Limited Spline ILLIQ Liquidity Analysis

Liquidity prediction for Wednesday, July 15th, 2026

1 Day

24,332.62

decreased by 2,650.61

1 Week

25,236.30

decreased by 1,746.93

1 Month

24,276.21

decreased by 2,707.02

Analysis last updated: Wednesday, July 15, 2026 at 06:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Perpetual Equity Investment Company Limited ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Dec 18, 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 13 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.5508
11.20***
α

ARCH

Response to squared shocks

0.1051
6.38***
β

GARCH

Volatility persistence

0.8420
35.96***
γi Spline Coefficients
K=1
γ1-0.0085
-1.98**

Persistence:

0.947

Half-life:

13 days