Ford Motor Co Spline ILLIQ Liquidity Analysis
Liquidity prediction for Tuesday, July 21st, 2026
1 Day
22.95
increased by 0.94
1 Week
23.68
increased by 1.67
1 Month
25.49
increased by 3.48
Analysis last updated: Monday, July 20, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jan 2, 1990 to Jul 17, 2026Model Insight
With persistence 0.999, illiquidity shocks have a half-life of 708 trading days (~2.8 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 | 1.0754 | 6.63*** |
α ARCH Response to squared shocks | 0.0728 | 17.20*** |
β GARCH Volatility persistence | 0.9262 | 221.52*** |
Spline Coefficients
K=1
| γ1 | -0.0014 | -1.03 |
Persistence:
0.999
Half-life:
708 days
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