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V-Lab

Bitgo Holdings Inc Spline ILLIQ Liquidity Analysis

Liquidity prediction for Monday, July 20th, 2026

1 Day

4,618.77

decreased by 277.38

1 Week

4,649.30

decreased by 246.85

1 Month

5,299.42

increased by 403.27

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

Date Range:

from

to

6M ·

All

graph of Bitgo Holdings Inc ILLIQ-SMEM

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

This model fits a time-varying baseline (a spline), so illiquidity mean-reverts toward a slowly-shifting long-run level rather than a constant.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.1210
8.92***
α

ARCH

Response to squared shocks

0.0557
0.64
β

GARCH

Volatility persistence

0.0000
0.00
γi Spline Coefficients
K=1
γ1-7.3725
-2.13**

Persistence:

0.056

Half-life:

0 days