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Semilux International Ltd -Redh Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Monday, August 24th, 2026

1 Day

15,970,770,000,000,000.00

decreased by 122,670,000,000,000.00

1 Week

11,163,481,250,000,000.00

decreased by 4,929,958,750,000,000.00

1 Month

3,526,284,106,428,571.50

decreased by 12,567,155,893,571,428.00

Analysis last updated: Saturday, August 22, 2026 at 02:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Semilux International Ltd -Redh ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Apr 28, 2022 to Aug 21, 2026

Model Insight

This model fits a time-varying baseline (a spline), so illiquidity mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 6 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0004
1.55
α

ARCH

Response to squared shocks

0.4224
4.67***
β

GARCH

Volatility persistence

0.4697
6.38***
γi Spline Coefficients
K=10
γ1-46.9703
-3.68***
γ266.2645
3.87***
γ3-22.2141
-1.88*
γ410.1515
0.72
γ5-11.1690
-0.87
γ61.9368
0.20
γ7-3.6121
-0.38
γ812.5529
1.29
γ9-39.9745
-4.02***
γ10238.1216
21.83***

Persistence:

0.892

Half-life:

6 days