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Taaleem Holdings Pjsc Spline ILLIQ Liquidity Analysis

Liquidity prediction for Sunday, July 12th, 2026

1 Day

10,763.64

increased by 1,338.67

1 Week

9,751.41

increased by 326.44

1 Month

10,372.95

increased by 947.98

Analysis last updated: Friday, July 10, 2026 at 06:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Taaleem Holdings Pjsc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Nov 29, 2022 to Jul 9, 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 4 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.3600
2.11**
α

ARCH

Response to squared shocks

0.1199
2.33**
β

GARCH

Volatility persistence

0.7028
5.85***
γi Spline Coefficients
K=8
γ1-54.5435
-6.26***
γ281.8960
7.31***
γ3-30.6325
-5.82***
γ4-1.8034
-0.29
γ511.8051
2.02**
γ6-13.8317
-2.47**
γ710.9481
1.41
γ8-8.0267
-0.82

Persistence:

0.823

Half-life:

4 days