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V-Lab

McDonald's Corp Spline ILLIQ Liquidity Analysis

Liquidity prediction for Tuesday, July 14th, 2026

1 Day

9.90

decreased by 0.11

1 Week

10.09

increased by 0.08

1 Month

9.81

decreased by 0.20

Analysis last updated: Monday, July 13, 2026 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of McDonald's Corp 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 0.999, illiquidity shocks have a half-life of 831 trading days (~3.3 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

1.0369
10.46***
α

ARCH

Response to squared shocks

0.0442
12.43***
β

GARCH

Volatility persistence

0.9550
274.65***
γi Spline Coefficients
K=1
γ1-0.0012
-0.90

Persistence:

0.999

Half-life:

831 days