Skip to main content
V-Lab

Pantheon Infrastructure PLC Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Tuesday, August 25th, 2026

1 Day

12,894.86

increased by 628.09

1 Week

13,239.66

increased by 972.89

1 Month

13,914.77

increased by 1,648.00

Analysis last updated: Tuesday, August 25, 2026 at 08:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Pantheon Infrastructure PLC ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Nov 16, 2021 to Aug 21, 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 1 trading day.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.4634
14.09***
α

ARCH

Response to squared shocks

0.1278
2.50**
β

GARCH

Volatility persistence

0.1727
0.80
γi Spline Coefficients
K=1
γ1-0.0921
-4.38***

Persistence:

0.300

Half-life:

1 days