V-Lab
Tectonic Therapeutic Inc Spline ILLIQ Liquidity Analysis
Illiquidity prediction for Tuesday, August 4th, 2026
1 Day
5,808.24
decreased by 836.42
1 Week
6,630.08
decreased by 14.58
1 Month
5,558.48
decreased by 1,086.18
Analysis last updated: Monday, August 3, 2026 at 09:31 PM UTC
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Jun 21, 2018 to Jul 31, 2026Model Insight
With persistence 0.993, illiquidity shocks have a half-life of 97 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.1416 | 4.90*** |
α ARCH Response to squared shocks | 0.1712 | 10.37*** |
β GARCH Volatility persistence | 0.8217 | 53.07*** |
Spline Coefficients
K=1
| γ1 | -0.0350 | -0.96 |
Persistence:
0.993
Half-life:
97 days
Other Tectonic Therapeutic Inc Analyses
Other Spline ILLIQ Analyses on Equities