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Ginkgo Bioworks Holdings Inc Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Thursday, August 6th, 2026

1 Day

5,113.95

decreased by 824.05

1 Week

5,886.20

decreased by 51.80

1 Month

4,811.34

decreased by 1,126.66

Analysis last updated: Wednesday, August 5, 2026 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Ginkgo Bioworks Holdings Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Feb 24, 2021 to Jul 31, 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 45 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.7105
5.54***
α

ARCH

Response to squared shocks

0.1481
6.21***
β

GARCH

Volatility persistence

0.8368
26.48***
γi Spline Coefficients
K=1
γ1-0.0381
-0.84

Persistence:

0.985

Half-life:

45 days