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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Oct 8, 2021 to Jul 2, 2026Model 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
| Parameter | Value | t-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
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