RTX Corp Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Monday, April 6th, 2026
1 Day
13.49
decreased by 0.33
1 Week
13.84
increased by 0.02
1 Month
12.26
decreased by 1.56
Analysis last updated: Thursday, April 2, 2026 at 10:55 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0662 | 7.69 | |
| 0.0250 | 20.88 | |
| 0.9538 | 1,070.49 | |
| 0.0424 | 24.17 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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