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V-Lab

Our Bond Inc Spline ILLIQ Liquidity Analysis

Liquidity prediction for Tuesday, July 21st, 2026

1 Day

107,160.40

decreased by 91,472.30

1 Week

131,564.04

decreased by 67,068.66

1 Month

94,481.63

decreased by 104,151.07

Analysis last updated: Monday, July 20, 2026 at 09:30 PM UTC

Date Range:

from

to

6M ·

All

graph of Our Bond Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Feb 4, 2026 to Jul 17, 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 2 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.1232
3.78***
α

ARCH

Response to squared shocks

0.3636
3.94***
β

GARCH

Volatility persistence

0.3753
2.78***
γi Spline Coefficients
K=1
γ1-13.3061
-1.31

Persistence:

0.739

Half-life:

2 days