ExxonMobil Holdings Corp Spline ILLIQ Liquidity Analysis
Liquidity prediction for Tuesday, July 21st, 2026
1 Day
6.09
decreased by 0.04
1 Week
6.19
increased by 0.06
1 Month
6.04
decreased by 0.09
Analysis last updated: Monday, July 20, 2026 at 09:54 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jan 2, 1990 to Jul 17, 2026Model Insight
With persistence 0.999, illiquidity shocks have a half-life of 656 trading days (~2.6 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 | 1.0033 | 9.01*** |
α ARCH Response to squared shocks | 0.0370 | 12.10*** |
β GARCH Volatility persistence | 0.9619 | 311.41*** |
Spline Coefficients
K=1
| γ1 | -0.0002 | -0.21 |
Persistence:
0.999
Half-life:
656 days
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