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Walt Disney Co/The Spline ILLIQ Liquidity Analysis

Liquidity prediction for Tuesday, July 14th, 2026

1 Day

12.37

decreased by 0.45

1 Week

13.15

increased by 0.33

1 Month

13.15

increased by 0.33

Analysis last updated: Monday, July 13, 2026 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Walt Disney Co/The ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 10, 2026

Model Insight

With persistence 0.999, illiquidity shocks have a half-life of 766 trading days (~3.0 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.1710
7.67***
α

ARCH

Response to squared shocks

0.0536
14.55***
β

GARCH

Volatility persistence

0.9455
254.91***
γi Spline Coefficients
K=1
γ1-0.0028
-1.85*

Persistence:

0.999

Half-life:

766 days