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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of RTX Corp ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 10, 2026

Model 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

ParameterValuet-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***
γi Spline Coefficients
K=1
γ1-0.0018
-1.94*

Persistence:

0.998

Half-life:

451 days