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V-Lab

LQR House Inc Spline ILLIQ Liquidity Analysis

Liquidity prediction for Monday, July 13th, 2026

1 Day

142,564.00

increased by 27,579.90

1 Week

104,205.98

decreased by 10,778.12

1 Month

241,641.22

increased by 126,657.12

Analysis last updated: Friday, July 10, 2026 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of LQR House Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Aug 10, 2023 to Jul 10, 2026

Model 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 38 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.1728
1.25
α

ARCH

Response to squared shocks

0.6955
3.48***
β

GARCH

Volatility persistence

0.2865
1.73*
γi Spline Coefficients
K=5
γ16.7797
1.62
γ2-12.4515
-1.96*
γ32.6064
0.59
γ412.9842
3.29***
γ5-23.1809
-6.01***

Persistence:

0.982

Half-life:

38 days