Skip to main content
V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mondelez International Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jun 13, 2001 to Jul 17, 2026

Model 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

ParameterValuet-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***
γi Spline Coefficients
K=1
γ1-0.0013
-0.81

Persistence:

0.996

Half-life:

186 days