Baytek Intl Development Co 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, April 9th, 2026
1 Day
5,949.78
decreased by 90.41
1 Week
5,880.68
decreased by 159.51
1 Month
7,750.48
increased by 1,710.29
Analysis last updated: Thursday, April 9, 2026 at 09:10 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9484 | 1.43 | |
| 0.2786 | 0.01 | |
| 0.7214 | 0.02 | |
| 0.0340 | 0.00 | |
| -1.0659 | -0.03 | |
| 0.8334 | 0.19 | |
| 0.7083 | 0.03 | |
| -1.1058 | -0.03 | |
| 1.1580 | 0.03 | |
| -0.4780 | -0.01 | |
| -0.8200 | -0.02 | |
| 1.8966 | 0.04 | |
| -2.2774 | -0.04 |
Estimation Period:
Sep 12, 2006 to Apr 2, 2026
Sep 12, 2006 to Apr 2, 2026
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