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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Orion Group Holdings Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Dec 20, 2007 to Jul 10, 2026

Model 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

ParameterValuet-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***
γi Spline Coefficients
K=1
γ1-0.0209
-3.59***

Persistence:

1.000

Half-life:

3094 days