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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jan 21, 2026 to Jul 17, 2026Model 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
| Parameter | Value | t-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 |
Spline Coefficients
K=1
| γ1 | -7.3725 | -2.13** |
Persistence:
0.056
Half-life:
0 days
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