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Prothena Corp PLC Spline ILLIQ Liquidity Analysis

Liquidity prediction for Monday, July 13th, 2026

1 Day

5,103.15

increased by 446.39

1 Week

4,788.19

increased by 131.43

1 Month

5,374.90

increased by 718.14

Analysis last updated: Friday, July 10, 2026 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Prothena Corp PLC ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Dec 21, 2012 to Jul 10, 2026

Model Insight

With persistence 0.997, illiquidity shocks have a half-life of 213 trading days (~0.8 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

1.0477
6.55***
α

ARCH

Response to squared shocks

0.0996
11.88***
β

GARCH

Volatility persistence

0.8972
109.62***
γi Spline Coefficients
K=1
γ10.0061
0.48

Persistence:

0.997

Half-life:

213 days