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Bitgo Holdings Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity prediction for Monday, July 20th, 2026

1 Day

7,431.07

increased by 383.29

1 Week

6,289.49

decreased by 758.29

1 Month

6,554.78

decreased by 493.00

Analysis last updated: Friday, July 17, 2026 at 10:42 PM UTC

Date Range:

from

to

6M ·

All

graph of Bitgo Holdings Inc ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jan 21, 2026 to Jul 17, 2026

Model Insight

With persistence 0.999, illiquidity shocks have a half-life of 611 trading days (~2.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Asymmetry: Illiquidity rises 257% more after negative returns

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
0.04
α

ARCH

Response to squared shocks

0.0728
2.86***
β

GARCH

Volatility persistence

0.8324
59.07***
γ

leverage

Additional response to negative shocks

0.1872
2.63***

Persistence:

0.999

Half-life:

611 days