General Electric Co Spline ILLIQ Liquidity Analysis
Liquidity prediction for Wednesday, July 15th, 2026
1 Day
11.26
decreased by 0.55
1 Week
11.76
decreased by 0.05
1 Month
12.97
increased by 1.16
Analysis last updated: Tuesday, July 14, 2026 at 09:43 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 655 trading days (~2.6 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 | 1.0414 | 7.00*** |
α ARCH Response to squared shocks | 0.0519 | 14.41*** |
β GARCH Volatility persistence | 0.9471 | 262.85*** |
Spline Coefficients
K=1
| γ1 | -0.0012 | -0.98 |
Persistence:
0.999
Half-life:
655 days
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