Orion Group Holdings Inc Spline ILLIQ Liquidity Analysis
Liquidity prediction for Monday, July 13th, 2026
1 Day
5,061.89
increased by 199.29
1 Week
5,081.96
increased by 219.36
1 Month
5,474.71
increased by 612.11
Analysis last updated: Friday, July 10, 2026 at 11:30 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Dec 20, 2007 to Jul 10, 2026Model Insight
With persistence 1.000, illiquidity shocks have a half-life of 3094 trading days (~12.3 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 | 2.0366 | 1.85* |
α ARCH Response to squared shocks | 0.1382 | 15.84*** |
β GARCH Volatility persistence | 0.8615 | 98.13*** |
Spline Coefficients
K=1
| γ1 | -0.0209 | -3.59*** |
Persistence:
1.000
Half-life:
3094 days
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