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V-Lab

BXP Inc Spline ILLIQ Liquidity Analysis

Liquidity prediction for Monday, July 20th, 2026

1 Day

190.59

increased by 0.36

1 Week

186.08

decreased by 4.15

1 Month

189.17

decreased by 1.06

Analysis last updated: Friday, July 17, 2026 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BXP Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jun 18, 1997 to Jul 17, 2026

Model Insight

With persistence 0.997, illiquidity shocks have a half-life of 244 trading days (~1.0 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.1925
7.06***
α

ARCH

Response to squared shocks

0.0713
14.73***
β

GARCH

Volatility persistence

0.9259
195.50***
γi Spline Coefficients
K=1
γ10.0020
1.47

Persistence:

0.997

Half-life:

244 days