Boston Scientific Corp 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, May 5th, 2026
1 Day
21.85
decreased by 0.94
1 Week
22.73
decreased by 0.06
1 Month
19.03
decreased by 3.76
Analysis last updated: Monday, May 4, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1672 | 5.87 | |
| 0.0730 | 2.38 | |
| 0.9270 | 30.30 | |
| 0.0146 | 1.66 |
Estimation Period:
May 20, 1992 to May 1, 2026
May 20, 1992 to May 1, 2026
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