Innventure Inc -Redh Spline ILLIQ Liquidity Analysis
Liquidity prediction for Friday, July 10th, 2026
1 Day
6,439.86
increased by 2,179.73
1 Week
4,943.59
increased by 683.46
1 Month
4,996.41
increased by 736.28
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
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 4 trading days.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 4.0110 | 3.05*** |
α ARCH Response to squared shocks | 0.1933 | 3.84*** |
β GARCH Volatility persistence | 0.6288 | 6.99*** |
Spline Coefficients
K=6
| γ1 | 1.1250 | 0.38 |
| γ2 | 1.3219 | 0.27 |
| γ3 | -5.8563 | -1.36 |
| γ4 | 7.1267 | 1.84* |
| γ5 | -8.6768 | -3.02*** |
| γ6 | 8.8861 | 3.63*** |
Persistence:
0.822
Half-life:
4 days
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