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Raccoon Holdings Inc Spline ILLIQ Liquidity Analysis

Liquidity prediction for Monday, July 13th, 2026

1 Day

175.20

increased by 0.49

1 Week

199.75

increased by 25.04

1 Month

166.18

decreased by 8.53

Analysis last updated: Saturday, July 11, 2026 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Raccoon Holdings Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Apr 10, 2006 to Jul 10, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 2493 trading days (~9.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.8852
5.93***
α

ARCH

Response to squared shocks

0.1724
19.09***
β

GARCH

Volatility persistence

0.8273
91.51***
γi Spline Coefficients
K=1
γ10.0080
1.39

Persistence:

1.000

Half-life:

2493 days