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V-Lab

Ardent Health Inc Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Monday, August 24th, 2026

1 Day

6,036.64

increased by 1,740.08

1 Week

4,405.89

increased by 109.33

1 Month

3,955.22

decreased by 341.34

Analysis last updated: Friday, August 21, 2026 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Ardent Health Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Jul 18, 2024 to Aug 21, 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 34 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.1258
5.77***
α

ARCH

Response to squared shocks

0.0845
3.61***
β

GARCH

Volatility persistence

0.8953
33.08***
γi Spline Coefficients
K=1
γ1-0.4788
-1.59

Persistence:

0.980

Half-life:

34 days