RTX Corp Spline ILLIQ Liquidity Analysis
Liquidity prediction for Tuesday, July 14th, 2026
1 Day
13.92
decreased by 0.52
1 Week
14.61
increased by 0.17
1 Month
14.53
increased by 0.09
Analysis last updated: Monday, July 13, 2026 at 09:49 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jan 2, 1990 to Jul 10, 2026Model Insight
With persistence 0.998, illiquidity shocks have a half-life of 451 trading days (~1.8 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0254 | 6.79*** |
α ARCH Response to squared shocks | 0.0474 | 11.82*** |
β GARCH Volatility persistence | 0.9511 | 223.62*** |
Spline Coefficients
K=1
| γ1 | -0.0018 | -1.94* |
Persistence:
0.998
Half-life:
451 days
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