Longevity Health Holdings Inc Spline ILLIQ Liquidity Analysis
Liquidity prediction for Monday, July 13th, 2026
1 Day
436,216,300.00
decreased by 105,318,700.00
1 Week
465,514,933.33
decreased by 76,020,066.67
1 Month
453,765,309.09
decreased by 87,769,690.91
Analysis last updated: Saturday, July 11, 2026 at 09:30 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jul 27, 2021 to Jul 10, 2026Model Insight
This model fits a time-varying baseline (a spline), so illiquidity mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 11 trading days.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1063 | 2.64*** |
α ARCH Response to squared shocks | 0.2092 | 4.68*** |
β GARCH Volatility persistence | 0.7281 | 10.10*** |
Spline Coefficients
K=7
| γ1 | -0.2213 | -0.06 |
| γ2 | -2.7092 | -0.42 |
| γ3 | 11.9595 | 2.60*** |
| γ4 | -17.1223 | -4.89*** |
| γ5 | 3.8639 | 1.32 |
| γ6 | 23.0745 | 5.86*** |
| γ7 | -35.8757 | -5.62*** |
Persistence:
0.937
Half-life:
11 days
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