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 Monday, May 18th, 2026
1 Day
18.65
decreased by 1.03
1 Week
19.66
decreased by 0.02
1 Month
22.54
increased by 2.86
Analysis last updated: Friday, May 15, 2026 at 10:13 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3964 | 4.60 | |
| 0.0755 | 3.25 | |
| 0.9245 | 39.73 | |
| 0.0239 | 2.32 |
Estimation Period:
Jun 26, 1991 to May 15, 2026
Jun 26, 1991 to May 15, 2026
Other AES Corp/VA Analyses
Other Spline ILLIQ Analyses on Equities