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Cloudflare Inc Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Tuesday, October 13th, 2026

1 Day

26.71

increased by 2.24

1 Week

23.33

decreased by 1.14

1 Month

27.14

increased by 2.67

Analysis last updated: Monday, October 12, 2026 at 09:53 PM UTC

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Date Range:

from

10/12/2024

to

10/12/2026

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Cloudflare Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Sep 13, 2019 to Oct 9, 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 61 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

Time-varying baseline: illiquidity reverts to a slowly-shifting spline trend
ParamValuet-stat
ωconst1.0116
7.13***
αARCH0.0835
8.00***
βGARCH0.9051
80.88***
∑γi Spline Coefficients
K=1
γ1-0.0540
-2.76***

0.989

Persistence

61d

Half-life
μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0116
7.13***
α

ARCH

Response to squared shocks

0.0835
8.00***
β

GARCH

Volatility persistence

0.9051
80.88***
∑γi Spline Coefficients
K=1
γ1-0.0540
-2.76***

Persistence:

0.989

Half-life:

61 days