Tsi 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 Thursday, June 4th, 2026
1 Day
78.19
increased by 1.82
1 Week
71.69
decreased by 4.68
1 Month
50.03
decreased by 26.34
Analysis last updated: Wednesday, June 3, 2026 at 08:45 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4378 | 0.01 | |
| 0.1955 | 0.00 | |
| 0.8045 | 0.00 | |
| 12.9150 | 0.00 | |
| -49.2745 | 0.00 | |
| 66.6195 | 0.00 | |
| -37.7769 | 0.00 | |
| 9.7154 | 0.00 | |
| -3.3687 | 0.00 | |
| 2.9868 | 0.00 | |
| -4.1335 | 0.00 | |
| 1.2423 | 0.00 | |
| 3.9976 | 0.00 |
Estimation Period:
Oct 30, 2017 to Jun 2, 2026
Oct 30, 2017 to Jun 2, 2026
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