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Ryman Hospitality Properties Inc Spline ILLIQ Liquidity Analysis

Liquidity prediction for Monday, July 20th, 2026

1 Day

193.15

decreased by 0.03

1 Week

206.93

increased by 13.75

1 Month

205.85

increased by 12.67

Analysis last updated: Friday, July 17, 2026 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ryman Hospitality Properties Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Oct 24, 1991 to Jul 17, 2026

Model Insight

With persistence 0.998, illiquidity shocks have a half-life of 294 trading days (~1.2 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

1.6634
4.54***
α

ARCH

Response to squared shocks

0.0764
8.45***
β

GARCH

Volatility persistence

0.9212
94.70***
γi Spline Coefficients
K=2
γ1-0.0075
-1.66*
γ20.0147
1.83*

Persistence:

0.998

Half-life:

294 days