Xponential Fitness Inc Spline ILLIQ Liquidity Analysis
Liquidity prediction for Tuesday, July 21st, 2026
1 Day
5,253.09
increased by 47.31
1 Week
5,286.05
increased by 80.27
1 Month
6,995.52
increased by 1,789.74
Analysis last updated: Monday, July 20, 2026 at 09:54 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jul 23, 2021 to Jul 17, 2026Model Insight
With persistence 0.992, illiquidity shocks have a half-life of 86 trading days (~0.3 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 | 1.0350 | 5.88*** |
α ARCH Response to squared shocks | 0.1084 | 7.12*** |
β GARCH Volatility persistence | 0.8835 | 55.01*** |
Spline Coefficients
K=1
| γ1 | -0.0273 | -0.44 |
Persistence:
0.992
Half-life:
86 days
Other Xponential Fitness Inc Analyses
Other Spline ILLIQ Analyses on Equities