Coca-Cola Co/The Spline ILLIQ Liquidity Analysis
Liquidity prediction for Monday, July 20th, 2026
1 Day
9.42
increased by 0.34
1 Week
8.75
decreased by 0.33
1 Month
8.29
decreased by 0.79
Analysis last updated: Friday, July 17, 2026 at 11:04 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 0.998, illiquidity shocks have a half-life of 431 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 | 1.0511 | 9.84*** |
α ARCH Response to squared shocks | 0.0389 | 11.76*** |
β GARCH Volatility persistence | 0.9595 | 285.31*** |
Spline Coefficients
K=1
| γ1 | -0.0015 | -1.76* |
Persistence:
0.998
Half-life:
431 days
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