Ralph Lauren Corp Spline ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Wednesday, June 10th, 2026
1 Day
40.83
increased by 6.14
1 Week
38.49
increased by 3.80
1 Month
57.10
increased by 22.41
Analysis last updated: Tuesday, June 9, 2026 at 09:45 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0703 | 10,703,090.00 | |
| 0.0799 | 798,680.00 | |
| 0.9201 | 9,201,320.00 | |
| 0.0225 | 225,200.00 |
Estimation Period:
Jun 12, 1997 to Jun 5, 2026
Jun 12, 1997 to Jun 5, 2026
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