V-Lab
Larimar Therapeutics Inc Spline ILLIQ Liquidity Analysis
Illiquidity prediction for Monday, August 3rd, 2026
1 Day
6,134.90
decreased by 1,284.24
1 Week
6,506.30
decreased by 912.84
1 Month
5,461.50
decreased by 1,957.64
Analysis last updated: Friday, July 31, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Jun 19, 2014 to Jul 31, 2026Model Insight
With persistence 0.998, illiquidity shocks have a half-life of 366 trading days (~1.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.6170 | 3.17*** |
α ARCH Response to squared shocks | 0.1923 | 14.03*** |
β GARCH Volatility persistence | 0.8058 | 58.73*** |
Spline Coefficients
K=1
| γ1 | -0.0675 | -4.51*** |
Persistence:
0.998
Half-life:
366 days
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