RTX 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 Thursday, April 9th, 2026
1 Day
12.69
increased by 0.91
1 Week
12.06
increased by 0.28
1 Month
10.63
decreased by 1.15
Analysis last updated: Wednesday, April 8, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0040 | 6.68 | |
| 0.0474 | 12.45 | |
| 0.9526 | 250.63 | |
| -0.0059 | -1.34 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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