CS Group Investment Holding 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 Wednesday, April 8th, 2026
1 Day
6,694.68
increased by 4,039.78
1 Week
4,155.84
increased by 1,500.94
1 Month
5,402.28
increased by 2,747.38
Analysis last updated: Wednesday, April 8, 2026 at 08:07 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7009 | 0.02 | |
| 0.1770 | 0.00 | |
| 0.8229 | 0.01 | |
| -0.7340 | -0.01 | |
| 0.8685 | 0.00 | |
| -1.5035 | 0.00 | |
| 3.4659 | 0.00 | |
| -3.0856 | 0.00 | |
| 0.9170 | 0.00 | |
| 0.3531 | 0.01 | |
| -0.3445 | -0.01 | |
| -0.0529 | 0.00 | |
| 0.1925 | 0.01 |
Estimation Period:
Jan 3, 1997 to Apr 2, 2026
Jan 3, 1997 to Apr 2, 2026
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