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V-Lab

Bailador Technology Investments Limited Spline ILLIQ Liquidity Analysis

Liquidity prediction for Monday, July 20th, 2026

1 Day

281,554.00

increased by 23,035.30

1 Week

181,182.60

decreased by 77,336.10

1 Month

107,082.13

decreased by 151,436.57

Analysis last updated: Saturday, July 18, 2026 at 08:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bailador Technology Investments Limited ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Nov 24, 2014 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. Short-run deviations decay with a half-life of 5 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.4857
2.27**
α

ARCH

Response to squared shocks

0.1801
4.37***
β

GARCH

Volatility persistence

0.6868
11.62***
γi Spline Coefficients
K=10
γ1-1.9900
-0.96
γ23.9755
1.32
γ3-3.6349
-2.41**
γ43.0890
2.47**
γ5-2.9834
-1.93*
γ62.7199
2.17**
γ7-1.6051
-2.41**
γ80.5743
1.11
γ9-0.2276
-0.36
γ100.5839
0.62

Persistence:

0.867

Half-life:

5 days