Ford Motor Co 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 Monday, April 13th, 2026
1 Day
30.60
increased by 0.11
1 Week
29.58
decreased by 0.91
1 Month
25.09
decreased by 5.40
Analysis last updated: Friday, April 10, 2026 at 10:39 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0457 | 6.40 | |
| 0.0751 | 3.00 | |
| 0.9249 | 37.00 | |
| -0.0057 | -0.76 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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