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V-Lab
V-Lab

Rezolute Inc Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Tuesday, September 8th, 2026

1 Day

4,827.70

decreased by 375.81

1 Week

5,705.27

increased by 501.76

1 Month

4,483.61

decreased by 719.90

Analysis last updated: Friday, September 4, 2026 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Rezolute Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Nov 10, 2020 to Sep 4, 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 14 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

Time-varying baseline: illiquidity reverts to a slowly-shifting spline trend
ParamValuet-stat
ωconst1.6685
5.19***
αARCH0.2157
6.99***
βGARCH0.7347
21.28***
γi Spline Coefficients
K=4
γ11.6287
3.62***
γ2-3.4515
-4.87***
γ32.3017
5.19***
γ40.3629
0.66

0.950

Persistence

14d

Half-life
μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.6685
5.19***
α

ARCH

Response to squared shocks

0.2157
6.99***
β

GARCH

Volatility persistence

0.7347
21.28***
γi Spline Coefficients
K=4
γ11.6287
3.62***
γ2-3.4515
-4.87***
γ32.3017
5.19***
γ40.3629
0.66

Persistence:

0.950

Half-life:

14 days