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 26th, 2026
1 Day
21.61
decreased by 0.12
1 Week
22.29
increased by 0.56
1 Month
21.59
decreased by 0.14
Analysis last updated: Friday, May 22, 2026 at 10:27 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1635 | 5.89 | |
| 0.0744 | 4.82 | |
| 0.9256 | 59.96 | |
| 0.0136 | 1.54 |
Estimation Period:
May 20, 1992 to May 22, 2026
May 20, 1992 to May 22, 2026
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