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 Thursday, June 18th, 2026
1 Day
19.61
increased by 0.46
1 Week
18.76
decreased by 0.39
1 Month
17.88
decreased by 1.27
Analysis last updated: Wednesday, June 17, 2026 at 10:30 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2280 | 12,279,910.00 | |
| 0.0781 | 781,360.00 | |
| 0.9219 | 9,218,640.00 | |
| 0.0184 | 183,910.00 | |
| -0.0466 | -466,240.00 |
Estimation Period:
Jun 26, 1991 to Jun 12, 2026
Jun 26, 1991 to Jun 12, 2026
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