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V-Lab

Chain QUI Development Spline ILLIQ Liquidity Analysis

Liquidity prediction for Wednesday, July 8th, 2026

1 Day

6,280.61

increased by 1,527.04

1 Week

4,797.95

increased by 44.38

1 Month

3,807.99

decreased by 945.58

Analysis last updated: Wednesday, July 8, 2026 at 11:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Chain QUI Development ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jun 3, 2024 to Jul 3, 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 8 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.8274
8.77***
α

ARCH

Response to squared shocks

0.1731
3.65***
β

GARCH

Volatility persistence

0.7400
8.88***
γi Spline Coefficients
K=1
γ1-1.2287
-4.27***

Persistence:

0.913

Half-life:

8 days