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Tectonic Therapeutic Inc Spline ILLIQ Liquidity Analysis

Liquidity prediction for Tuesday, July 14th, 2026

1 Day

4,434.69

decreased by 779.09

1 Week

5,089.52

decreased by 124.26

1 Month

5,601.26

increased by 387.48

Analysis last updated: Monday, July 13, 2026 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Tectonic Therapeutic Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jun 21, 2018 to Jul 10, 2026

Model Insight

With persistence 0.993, illiquidity shocks have a half-life of 95 trading days (~0.4 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

1.1423
4.90***
α

ARCH

Response to squared shocks

0.1708
10.37***
β

GARCH

Volatility persistence

0.8219
53.26***
γi Spline Coefficients
K=1
γ1-0.0340
-0.94

Persistence:

0.993

Half-life:

95 days