Omikenshi 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 Friday, April 17th, 2026
1 Day
5,935.33
increased by 22.94
1 Week
6,838.82
increased by 926.43
1 Month
4,714.25
decreased by 1,198.14
Analysis last updated: Friday, April 17, 2026 at 07:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8802 | 0.36 | |
| 0.1767 | 0.05 | |
| 0.8233 | 0.23 | |
| 0.0128 | 0.00 | |
| -0.4107 | -0.01 | |
| 0.7374 | 0.23 | |
| -0.5035 | -0.34 | |
| 0.1731 | 1.22 | |
| 0.0695 | 0.82 | |
| -0.0775 | -0.03 |
Estimation Period:
Oct 1, 1992 to Apr 10, 2026
Oct 1, 1992 to Apr 10, 2026
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