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Cloudflare Inc Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Tuesday, November 3rd, 2026

1 Day

33.47

increased by 1.77

1 Week

29.95

decreased by 1.75

1 Month

27.26

decreased by 4.44

Analysis last updated: Monday, November 2, 2026 at 10:35 PM UTC

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Date Range:

from

11/02/2024

to

11/02/2026

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 30, 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
ωconst1.0271
7.20***
αARCH0.0833
8.02***
βGARCH0.9054
81.12***
∑γi Spline Coefficients
K=1
γ1-0.0493
-2.60***

0.989

Persistence

61d

Half-life
μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0271
7.20***
α

ARCH

Response to squared shocks

0.0833
8.02***
β

GARCH

Volatility persistence

0.9054
81.12***
∑γi Spline Coefficients
K=1
γ1-0.0493
-2.60***

Persistence:

0.989

Half-life:

61 days