V-Lab
Eightco Holdings Inc Spline ILLIQ Liquidity Analysis
Illiquidity prediction for Tuesday, July 28th, 2026
1 Day
4,465.40
decreased by 729.20
1 Week
4,801.80
decreased by 392.80
1 Month
4,631.46
decreased by 563.14
Analysis last updated: Monday, July 27, 2026 at 09:26 PM UTC
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Jun 30, 2022 to Jul 24, 2026Model Insight
With persistence 0.999, illiquidity shocks have a half-life of 1153 trading days (~4.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2693 | 3.73*** |
α ARCH Response to squared shocks | 0.3400 | 15.98*** |
β GARCH Volatility persistence | 0.6594 | 30.91*** |
Spline Coefficients
K=1
| γ1 | -1.4344 | -7.16*** |
Persistence:
0.999
Half-life:
1153 days
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