Pantheon Infrastructure PLC Spline ILLIQ Liquidity Analysis
Liquidity prediction for Tuesday, July 14th, 2026
1 Day
26,564.58
increased by 14,304.81
1 Week
17,002.00
increased by 4,742.23
1 Month
15,815.32
increased by 3,555.55
Analysis last updated: Tuesday, July 14, 2026 at 08:28 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Nov 16, 2021 to Jul 10, 2026Model 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 1 trading day.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.4503 | 13.69*** |
α ARCH Response to squared shocks | 0.1376 | 2.70*** |
β GARCH Volatility persistence | 0.1615 | 0.78 |
Spline Coefficients
K=1
| γ1 | -0.0968 | -4.37*** |
Persistence:
0.299
Half-life:
1 days
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