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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Innventure Inc -Redh ILLIQ-SMEM

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

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

ParameterValuet-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***
γi Spline Coefficients
K=6
γ11.1250
0.38
γ21.3219
0.27
γ3-5.8563
-1.36
γ47.1267
1.84*
γ5-8.6768
-3.02***
γ68.8861
3.63***

Persistence:

0.822

Half-life:

4 days