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, June 5th, 2026
1 Day
14.60
increased by 0.64
1 Week
13.79
decreased by 0.17
1 Month
13.78
decreased by 0.18
Analysis last updated: Thursday, June 4, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0624 | 7.34 | |
| 0.0252 | 21.02 | |
| 0.9540 | 1,073.10 | |
| 0.0417 | 23.78 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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