Wei Chih Steel Ind 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 15th, 2026
1 Day
4,319.68
increased by 223.67
1 Week
4,271.61
increased by 175.60
1 Month
5,903.08
increased by 1,807.07
Analysis last updated: Wednesday, April 15, 2026 at 08:24 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1089 | 0.53 | |
| 0.1880 | 0.04 | |
| 0.8120 | 0.19 | |
| -0.2318 | -0.50 | |
| 0.2629 | 0.26 | |
| 0.0416 | 0.04 | |
| -0.2392 | -0.23 | |
| 0.4162 | 7.84 |
Estimation Period:
Jan 3, 1997 to Apr 10, 2026
Jan 3, 1997 to Apr 10, 2026
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