Cubic Korea Inc 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 Friday, July 3rd, 2026
1 Day
6,984.36
increased by 5,811.11
1 Week
2,377.72
increased by 1,204.47
1 Month
1,076.06
decreased by 97.19
Analysis last updated: Friday, July 3, 2026 at 08:38 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 28.6614 | 0.00 | |
| 0.2730 | 0.00 | |
| 0.7269 | 0.00 | |
| -4.1007 | -0.04 | |
| 7.6222 | 0.20 | |
| -5.3132 | -0.03 | |
| 2.3149 | 0.02 | |
| -1.0582 | 0.00 | |
| 1.1628 | 0.00 | |
| -1.0714 | 0.00 | |
| 0.8262 | 0.00 | |
| -0.4650 | 0.00 | |
| 0.0548 | 0.08 |
Estimation Period:
Jul 3, 2003 to Jun 26, 2026
Jul 3, 2003 to Jun 26, 2026
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