Ralph Lauren Corp Spline ILLIQ Liquidity Analysis
Liquidity prediction for Wednesday, July 22nd, 2026
1 Day
94.56
increased by 1.73
1 Week
90.88
decreased by 1.95
1 Month
81.74
decreased by 11.09
Analysis last updated: Tuesday, July 21, 2026 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jun 12, 1997 to Jul 17, 2026Model Insight
With persistence 0.999, illiquidity shocks have a half-life of 590 trading days (~2.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0891 | 8.15*** |
α ARCH Response to squared shocks | 0.0663 | 13.90*** |
β GARCH Volatility persistence | 0.9325 | 194.23*** |
Spline Coefficients
K=2
| γ1 | -0.0051 | -0.86 |
| γ2 | 0.0117 | 1.06 |
Persistence:
0.999
Half-life:
590 days
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