V-Lab
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
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Feb 24, 2021 to Jul 31, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | -0.0381 | -0.84 |
Persistence:
0.985
Half-life:
45 days
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