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V-Lab

CION Investment Corp Spline ILLIQ Liquidity Analysis

Liquidity prediction for Friday, July 10th, 2026

1 Day

5,387.72

increased by 83.00

1 Week

5,501.34

increased by 196.62

1 Month

5,166.77

decreased by 137.95

Analysis last updated: Thursday, July 9, 2026 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of CION Investment Corp ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Oct 5, 2021 to Jul 2, 2026

Model Insight

With persistence 0.995, illiquidity shocks have a half-life of 133 trading days (~0.5 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

1.1533
7.45***
α

ARCH

Response to squared shocks

0.0655
5.40***
β

GARCH

Volatility persistence

0.9293
75.66***
γi Spline Coefficients
K=1
γ1-0.0208
-0.24

Persistence:

0.995

Half-life:

133 days