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Innventure Inc -Redh Asymmetric ILLIQ Liquidity Analysis

Liquidity prediction for Friday, July 10th, 2026

1 Day

4,540.33

increased by 743.10

1 Week

4,062.17

increased by 264.94

1 Month

4,364.64

increased by 567.41

Analysis last updated: Thursday, July 9, 2026 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Innventure Inc -Redh ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Oct 8, 2021 to Jul 2, 2026

Model Insight

With persistence 0.998, illiquidity shocks have a half-life of 364 trading days (~1.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0000
0.00
α

ARCH

Response to squared shocks

0.0624
10.84***
β

GARCH

Volatility persistence

0.9547
341.70***
γ

leverage

Additional response to negative shocks

-0.0381
-4.67***

Persistence:

0.998

Half-life:

364 days