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 Wednesday, June 24th, 2026
1 Day
142.71
increased by 10.80
1 Week
110.83
decreased by 21.08
1 Month
101.42
decreased by 30.49
Analysis last updated: Wednesday, June 24, 2026 at 07:41 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4361 | 0.01 | |
| 0.1955 | 0.00 | |
| 0.8045 | 0.00 | |
| 12.7104 | 0.00 | |
| -49.0973 | 0.00 | |
| 66.2803 | 0.00 | |
| -35.5265 | 0.00 | |
| 5.8722 | 0.01 | |
| -0.2431 | 0.00 | |
| 1.5300 | 0.00 | |
| -4.8850 | 0.00 | |
| 4.0246 | 0.00 | |
| 0.6625 | 0.00 |
Estimation Period:
Oct 30, 2017 to Jun 19, 2026
Oct 30, 2017 to Jun 19, 2026
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