Veto Switchgears And Cables Spline ILLIQ Liquidity Analysis
Liquidity prediction for Wednesday, July 22nd, 2026
1 Day
6,536.86
increased by 168.56
1 Week
5,896.20
decreased by 472.10
1 Month
4,358.34
decreased by 2,009.96
Analysis last updated: Wednesday, July 22, 2026 at 07:22 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Sep 4, 2015 to Jul 17, 2026Model Insight
With persistence 0.997, illiquidity shocks have a half-life of 272 trading days (~1.1 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 | 1.3356 | 1.46 |
α ARCH Response to squared shocks | 0.2343 | 14.35*** |
β GARCH Volatility persistence | 0.7632 | 50.77*** |
Spline Coefficients
K=1
| γ1 | -0.0045 | -0.17 |
Persistence:
0.997
Half-life:
272 days
Other Veto Switchgears And Cables Analyses
Other Spline ILLIQ Analyses on International Equities