Tatwah Smartech Co Ltd 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 16th, 2026
1 Day
401.58
increased by 6.58
1 Week
398.90
increased by 3.90
1 Month
480.06
increased by 85.06
Analysis last updated: Thursday, April 16, 2026 at 06:27 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7311 | 0.02 | |
| 0.4280 | 0.00 | |
| 0.5720 | 0.00 | |
| -1.0342 | 0.00 | |
| 5.4180 | 0.00 | |
| -17.6980 | -0.01 | |
| 31.6958 | 0.00 | |
| -27.1228 | 0.00 | |
| 9.0435 | 0.00 | |
| -0.5396 | 0.00 | |
| 1.7343 | 0.05 |
Estimation Period:
Dec 3, 2010 to Apr 10, 2026
Dec 3, 2010 to Apr 10, 2026
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