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Hyperscale Data Inc Spline ILLIQ Liquidity Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Liquidity prediction for Tuesday, July 21st, 2026

1 Day

6,550.11

increased by 888.78

1 Week

6,640.58

increased by 979.25

1 Month

6,325.33

increased by 664.00

Analysis last updated: Monday, July 20, 2026 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hyperscale Data Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Dec 17, 1996 to Jul 17, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 36481 trading days (~144.8 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

1.0405
4.82***
α

ARCH

Response to squared shocks

0.1873
1.68*
β

GARCH

Volatility persistence

0.8127
7.31***
γi Spline Coefficients
K=1
γ1-0.0748
-5.29***

Persistence:

1.000

Half-life:

36481 days