Skip to main content
V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ralph Lauren Corp ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jun 12, 1997 to Jul 17, 2026

Model 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

ParameterValuet-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***
γi Spline Coefficients
K=2
γ1-0.0051
-0.86
γ20.0117
1.06

Persistence:

0.999

Half-life:

590 days