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NVIDIA Corp Spline ILLIQ Liquidity Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Liquidity prediction for Thursday, July 9th, 2026

1 Day

0.62

increased by 0.07

1 Week

0.59

increased by 0.04

1 Month

0.64

increased by 0.09

Analysis last updated: Wednesday, July 8, 2026 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NVIDIA Corp ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jan 22, 1999 to Jul 2, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 693147 trading days (~2750.6 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

1.0617
2.05**
α

ARCH

Response to squared shocks

0.0937
0.02
β

GARCH

Volatility persistence

0.9063
0.17
γi Spline Coefficients
K=1
γ10.0130
0.03

Persistence:

1.000

Half-life:

693147 days