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Bailador Technology Investments Limited Spline ILLIQ Liquidity Analysis

Liquidity prediction for Wednesday, July 15th, 2026

1 Day

66,790.87

decreased by 7,242.51

1 Week

63,858.56

decreased by 10,174.82

1 Month

55,019.03

decreased by 19,014.35

Analysis last updated: Wednesday, July 15, 2026 at 06:05 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 10, 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 20 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

3.6764
2.60***
α

ARCH

Response to squared shocks

0.1921
6.36***
β

GARCH

Volatility persistence

0.7743
21.63***
γi Spline Coefficients
K=1
γ10.0109
0.77

Persistence:

0.966

Half-life:

20 days