Intel Corp Spline ILLIQ Liquidity Analysis
Liquidity prediction for Tuesday, July 21st, 2026
1 Day
3.51
decreased by 0.07
1 Week
3.56
decreased by 0.02
1 Month
3.29
decreased by 0.29
Analysis last updated: Monday, July 20, 2026 at 09:26 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 0.997, illiquidity shocks have a half-life of 216 trading days (~0.9 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 | 1.1256 | 8.74*** |
α ARCH Response to squared shocks | 0.0725 | 6.03*** |
β GARCH Volatility persistence | 0.9243 | 86.51*** |
Spline Coefficients
K=1
| γ1 | -0.0017 | -1.15 |
Persistence:
0.997
Half-life:
216 days
Other Intel Corp Analyses
Other Spline ILLIQ Analyses on Equities