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V-Lab

Chicago Atlantic BDC Inc Spline ILLIQ Liquidity Analysis

Liquidity prediction for Thursday, July 16th, 2026

1 Day

11,221.15

decreased by 854.84

1 Week

12,784.44

increased by 708.45

1 Month

12,435.66

increased by 359.67

Analysis last updated: Wednesday, July 15, 2026 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Chicago Atlantic BDC Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Feb 4, 2022 to Jul 10, 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 2 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0279
3.89***
α

ARCH

Response to squared shocks

0.1634
3.72***
β

GARCH

Volatility persistence

0.5900
6.00***
γi Spline Coefficients
K=4
γ1-3.7734
-5.94***
γ25.3273
6.06***
γ3-2.4010
-4.32***
γ41.2648
2.04**

Persistence:

0.753

Half-life:

2 days