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Rezolute Inc Spline ILLIQ Liquidity Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Illiquidity prediction for Tuesday, August 4th, 2026

1 Day

7,903.96

decreased by 504.46

1 Week

8,105.78

decreased by 302.64

1 Month

5,667.73

decreased by 2,740.69

Analysis last updated: Monday, August 3, 2026 at 09:16 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 Jul 31, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 138629 trading days (~550.1 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9383
0.03
α

ARCH

Response to squared shocks

0.2413
0.01
β

GARCH

Volatility persistence

0.7587
0.02
γi Spline Coefficients
K=2
γ1-2.0196
-0.34
γ22.5596
0.09

Persistence:

1.000

Half-life:

138629 days