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V-Lab

Genesis Energy L.P. Spline ILLIQ Liquidity Analysis

Liquidity prediction for Monday, July 20th, 2026

1 Day

6,955.31

increased by 1,001.03

1 Week

5,678.38

decreased by 275.90

1 Month

3,998.01

decreased by 1,956.27

Analysis last updated: Friday, July 17, 2026 at 10:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Genesis Energy L.P. ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Nov 28, 1996 to Jul 17, 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 23 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.6471
7.22***
α

ARCH

Response to squared shocks

0.1274
14.69***
β

GARCH

Volatility persistence

0.8426
73.14***
γi Spline Coefficients
K=6
γ1-0.0573
-2.53**
γ2-0.0551
-1.40
γ30.1843
5.40***
γ4-0.0586
-2.27**
γ50.0245
1.22
γ6-0.1123
-3.70***

Persistence:

0.970

Half-life:

23 days