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 Tuesday, April 28th, 2026
1 Day
23.98
decreased by 1.77
1 Week
26.63
increased by 0.88
1 Month
32.65
increased by 6.90
Analysis last updated: Monday, April 27, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1036 | 1.90 | |
| 0.0756 | 0.05 | |
| 0.9244 | 0.58 | |
| -0.0072 | -0.01 |
Estimation Period:
Jun 26, 1991 to Apr 24, 2026
Jun 26, 1991 to Apr 24, 2026
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