Mondelez International Inc Spline ILLIQ Liquidity Analysis
Liquidity prediction for Monday, July 20th, 2026
1 Day
31.45
decreased by 1.16
1 Week
31.36
decreased by 1.25
1 Month
27.23
decreased by 5.38
Analysis last updated: Friday, July 17, 2026 at 10:10 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jun 13, 2001 to Jul 17, 2026Model Insight
With persistence 0.996, illiquidity shocks have a half-life of 186 trading days (~0.7 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 | 1.1920 | 8.12*** |
α ARCH Response to squared shocks | 0.0674 | 14.01*** |
β GARCH Volatility persistence | 0.9288 | 182.92*** |
Spline Coefficients
K=1
| γ1 | -0.0013 | -0.81 |
Persistence:
0.996
Half-life:
186 days
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