Chevron Corp Spline ILLIQ Liquidity Analysis
Liquidity prediction for Tuesday, July 14th, 2026
1 Day
9.03
increased by 0.60
1 Week
8.43
increased by 0.00
1 Month
7.99
decreased by 0.44
Analysis last updated: Monday, July 13, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jan 2, 1990 to Jul 10, 2026Model Insight
With persistence 0.999, illiquidity shocks have a half-life of 637 trading days (~2.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0341 | 9.36*** |
α ARCH Response to squared shocks | 0.0399 | 11.41*** |
β GARCH Volatility persistence | 0.9590 | 271.52*** |
Spline Coefficients
K=1
| γ1 | -0.0009 | -0.97 |
Persistence:
0.999
Half-life:
637 days
Other Chevron Corp Analyses
Other Spline ILLIQ Analyses on Equities