V-Lab
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
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Nov 10, 2020 to Jul 31, 2026Model 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
| Parameter | Value | t-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 |
Spline Coefficients
K=2
| γ1 | -2.0196 | -0.34 |
| γ2 | 2.5596 | 0.09 |
Persistence:
1.000
Half-life:
138629 days
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