Value Golf Inc 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 Tuesday, April 28th, 2026
1 Day
4,662.61
increased by 3,075.42
1 Week
2,057.13
increased by 469.94
1 Month
1,906.38
increased by 319.19
Analysis last updated: Tuesday, April 28, 2026 at 07:45 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8481 | 2.28 | |
| 0.1547 | 0.04 | |
| 0.8453 | 0.20 | |
| -0.1959 | -0.11 |
Estimation Period:
Mar 3, 2016 to Apr 24, 2026
Mar 3, 2016 to Apr 24, 2026
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