V-Lab
Rezolute Inc Spline ILLIQ Liquidity Analysis
Illiquidity prediction for Monday, September 21st, 2026
1 Day
3,605.82
decreased by 172.15
1 Week
4,022.62
increased by 244.65
1 Month
3,822.94
increased by 44.97
Analysis last updated: Friday, September 18, 2026 at 10:01 PM UTC
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Nov 10, 2020 to Sep 18, 2026Model Insight
With persistence 0.994, illiquidity shocks have a half-life of 106 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
ILLIQ-SMEM Model
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High persistence: persistence 0.994, shock half-life ~106 days
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.2949 | 5.41*** |
| αARCH | 0.1766 | 7.64*** |
| βGARCH | 0.8169 | 32.60*** |
Spline Coefficients
K=1
| γ1 | -0.3385 | -2.55** |
0.994
Persistence106d
Half-lifeμ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2949 | 5.41*** |
α ARCH Response to squared shocks | 0.1766 | 7.64*** |
β GARCH Volatility persistence | 0.8169 | 32.60*** |
Spline Coefficients
K=1
| γ1 | -0.3385 | -2.55** |
Persistence:
0.994
Half-life:
106 days
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