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V-Lab

Alphabet Inc Spline ILLIQ Liquidity Analysis

Liquidity prediction for Tuesday, July 21st, 2026

1 Day

1.60

unchanged at 0.00

1 Week

1.53

decreased by 0.07

1 Month

1.35

decreased by 0.25

Analysis last updated: Monday, July 20, 2026 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alphabet Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Aug 19, 2004 to Jul 17, 2026

Model Insight

With persistence 0.991, illiquidity shocks have a half-life of 80 trading days (~0.3 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

1.1829
10.40***
α

ARCH

Response to squared shocks

0.0545
11.12***
β

GARCH

Volatility persistence

0.9369
178.36***
γi Spline Coefficients
K=1
γ1-0.0104
-8.23***

Persistence:

0.991

Half-life:

80 days