Taiwan Taxi 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 Monday, June 8th, 2026
1 Day
16,535.39
increased by 13,834.69
1 Week
5,287.78
increased by 2,587.08
1 Month
3,441.81
increased by 741.11
Analysis last updated: Sunday, June 7, 2026 at 02:40 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3311 | 0.02 | |
| 0.2362 | 0.00 | |
| 0.7638 | 0.01 | |
| -2.6337 | 0.00 | |
| 3.7330 | 0.00 | |
| -1.4666 | 0.00 | |
| 0.3419 | 0.00 | |
| 0.0315 | 0.00 | |
| 0.1886 | 0.01 |
Estimation Period:
Jul 25, 2011 to Jun 5, 2026
Jul 25, 2011 to Jun 5, 2026
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