Skip to main content
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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Larimar Therapeutics Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Jun 19, 2014 to Jul 31, 2026

Model 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

ParameterValuet-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***
γi Spline Coefficients
K=1
γ1-0.0675
-4.51***

Persistence:

0.998

Half-life:

366 days