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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Apr 10, 2006 to Jul 10, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | 0.0080 | 1.39 |
Persistence:
1.000
Half-life:
2493 days
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