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
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 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | -0.0028 | -1.85* |
Persistence:
0.999
Half-life:
766 days
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