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, June 30th, 2026
1 Day
21.26
increased by 0.88
1 Week
21.49
increased by 1.11
1 Month
20.13
decreased by 0.25
Analysis last updated: Monday, June 29, 2026 at 09:34 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1855 | 3.29 | |
| 0.0781 | 2.96 | |
| 0.9219 | 35.00 | |
| -0.0130 | -0.39 | |
| 0.0094 | 0.24 |
Estimation Period:
Jun 26, 1991 to Jun 26, 2026
Jun 26, 1991 to Jun 26, 2026
Other AES Corp/VA Analyses
Other Spline ILLIQ Analyses on Equities