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 Friday, May 15th, 2026
1 Day
13.44
increased by 0.36
1 Week
13.59
increased by 0.51
1 Month
14.83
increased by 1.75
Analysis last updated: Thursday, May 14, 2026 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0640 | 7.50 | |
| 0.0250 | 20.93 | |
| 0.9540 | 1,074.33 | |
| 0.0419 | 23.95 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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