V-Lab
Webtoon Entertainment Inc Spline ILLIQ Liquidity Analysis
Illiquidity prediction for Monday, August 24th, 2026
1 Day
9,725.17
increased by 605.37
1 Week
8,980.86
decreased by 138.94
1 Month
8,982.70
decreased by 137.10
Analysis last updated: Friday, August 21, 2026 at 10:20 PM UTC
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Jun 27, 2024 to Aug 21, 2026Model Insight
With persistence 0.994, illiquidity shocks have a half-life of 124 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 | 0.9880 | 6.80*** |
α ARCH Response to squared shocks | 0.1146 | 5.81*** |
β GARCH Volatility persistence | 0.8798 | 44.23*** |
Spline Coefficients
K=1
| γ1 | -0.3859 | -0.73 |
Persistence:
0.994
Half-life:
124 days
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