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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
May 29, 2008 to Jul 10, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | -0.0036 | -0.67 |
Persistence:
0.995
Half-life:
140 days
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