Success Prime Corp 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 Monday, March 30th, 2026
1 Day
11,129.51
increased by 7,733.48
1 Week
4,894.60
increased by 1,498.57
1 Month
3,854.91
increased by 458.88
Analysis last updated: Sunday, March 29, 2026 at 03:22 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0346 | 6.19 | |
| 0.1529 | 8.26 | |
| 0.8470 | 45.51 | |
| 0.4776 | 0.47 | |
| -0.9821 | -0.77 | |
| 0.3880 | 0.79 | |
| 0.6104 | 1.17 | |
| -1.7362 | -3.44 | |
| 2.4181 | 6.22 | |
| -1.2774 | -3.37 | |
| -0.4086 | -0.94 | |
| 1.2817 | 2.35 |
Estimation Period:
Jun 18, 2002 to Mar 27, 2026
Jun 18, 2002 to Mar 27, 2026
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