V-Lab
Webtoon Entertainment Inc Spline ILLIQ Liquidity Analysis
Illiquidity prediction for Monday, August 3rd, 2026
1 Day
8,289.86
decreased by 498.99
1 Week
8,977.20
increased by 188.35
1 Month
8,510.43
decreased by 278.42
Analysis last updated: Friday, July 31, 2026 at 10:13 PM UTC
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Jun 27, 2024 to Jul 31, 2026Model Insight
With persistence 0.995, illiquidity shocks have a half-life of 129 trading days (~0.5 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 | 0.9959 | 6.80*** |
α ARCH Response to squared shocks | 0.1146 | 5.62*** |
β GARCH Volatility persistence | 0.8800 | 42.16*** |
Spline Coefficients
K=1
| γ1 | -0.4469 | -0.60 |
Persistence:
0.995
Half-life:
129 days
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