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V-Lab

Bitgo Holdings Inc Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Tuesday, August 18th, 2026

1 Day

3,749.05

increased by 131.57

1 Week

3,197.98

decreased by 419.50

1 Month

7,936.64

increased by 4,319.16

Analysis last updated: Monday, August 17, 2026 at 09:37 PM UTC

Date Range:

from

to

6M ·

All

graph of Bitgo Holdings Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Jan 21, 2026 to Aug 14, 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 18 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.7217
3.91***
α

ARCH

Response to squared shocks

0.2935
4.83***
β

GARCH

Volatility persistence

0.6691
10.23***
γi Spline Coefficients
K=1
γ1-18.6112
-2.63***

Persistence:

0.963

Half-life:

18 days