Coca-Cola Co/The Spline ILLIQ Liquidity Analysis
Liquidity prediction for Wednesday, July 15th, 2026
1 Day
8.50
increased by 0.19
1 Week
8.29
decreased by 0.02
1 Month
8.37
increased by 0.06
Analysis last updated: Tuesday, July 14, 2026 at 09:46 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 0.998, illiquidity shocks have a half-life of 426 trading days (~1.7 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 | 1.0517 | 9.86*** |
α ARCH Response to squared shocks | 0.0388 | 11.75*** |
β GARCH Volatility persistence | 0.9596 | 285.77*** |
Spline Coefficients
K=1
| γ1 | -0.0015 | -1.84* |
Persistence:
0.998
Half-life:
426 days
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