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V-Lab

Safe Bulkers Inc Spline ILLIQ Liquidity Analysis

Liquidity prediction for Tuesday, July 14th, 2026

1 Day

5,042.90

decreased by 497.18

1 Week

4,981.51

decreased by 558.57

1 Month

5,333.33

decreased by 206.75

Analysis last updated: Monday, July 13, 2026 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Safe Bulkers Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

May 29, 2008 to Jul 10, 2026

Model Insight

With persistence 0.995, illiquidity shocks have a half-life of 140 trading days (~0.6 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

1.1126
5.39***
α

ARCH

Response to squared shocks

0.1258
14.33***
β

GARCH

Volatility persistence

0.8693
98.39***
γi Spline Coefficients
K=1
γ1-0.0036
-0.67

Persistence:

0.995

Half-life:

140 days