AES Corp/VA Spline ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Wednesday, June 10th, 2026
1 Day
20.23
increased by 0.16
1 Week
18.83
decreased by 1.24
1 Month
18.87
decreased by 1.20
Analysis last updated: Tuesday, June 9, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1828 | 3.25 | |
| 0.0781 | 1.58 | |
| 0.9219 | 18.72 | |
| -0.0084 | -0.60 |
Estimation Period:
Jun 26, 1991 to Jun 5, 2026
Jun 26, 1991 to Jun 5, 2026
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