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Coca-Cola Co/The Spline ILLIQ Liquidity Analysis

Liquidity prediction for Thursday, July 16th, 2026

1 Day

8.44

decreased by 0.02

1 Week

8.33

decreased by 0.13

1 Month

8.31

decreased by 0.15

Analysis last updated: Wednesday, July 15, 2026 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Coca-Cola Co/The ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 10, 2026

Model 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

ParameterValuet-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***
γi Spline Coefficients
K=1
γ1-0.0015
-1.84*

Persistence:

0.998

Half-life:

426 days