V-Lab
Protara Therapeutic Inc Spline ILLIQ Liquidity Analysis
Illiquidity prediction for Monday, August 17th, 2026
1 Day
10,135.74
decreased by 828.85
1 Week
11,020.30
increased by 55.71
1 Month
11,072.13
increased by 107.54
Analysis last updated: Friday, August 14, 2026 at 09:16 PM UTC
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Oct 22, 2014 to Aug 14, 2026Model Insight
With persistence 0.996, illiquidity shocks have a half-life of 173 trading days (~0.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.1726 | 4.34*** |
α ARCH Response to squared shocks | 0.1885 | 12.62*** |
β GARCH Volatility persistence | 0.8075 | 57.46*** |
Spline Coefficients
K=1
| γ1 | -0.0268 | -1.92* |
Persistence:
0.996
Half-life:
173 days
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