V-Lab
Teva Pharmaceutical Industries Ltd Spline ILLIQ Liquidity Analysis
Illiquidity prediction for Monday, August 24th, 2026
1 Day
92.46
increased by 6.28
1 Week
85.45
decreased by 0.73
1 Month
107.48
increased by 21.30
Analysis last updated: Friday, August 21, 2026 at 11:09 PM UTC
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Mar 26, 1990 to Aug 21, 2026Model Insight
With persistence 0.997, illiquidity shocks have a half-life of 240 trading days (~1.0 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 | 1.2317 | 3.50*** |
α ARCH Response to squared shocks | 0.1071 | 14.85*** |
β GARCH Volatility persistence | 0.8900 | 123.39*** |
Spline Coefficients
K=1
| γ1 | 0.0090 | 9.90*** |
Persistence:
0.997
Half-life:
240 days
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