Genetics Generation Advance 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, May 22nd, 2026
1 Day
6,839.54
decreased by 664.20
1 Week
5,977.89
decreased by 1,525.85
1 Month
5,176.18
decreased by 2,327.56
Analysis last updated: Saturday, May 23, 2026 at 04:24 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6860 | 6,860,070.00 | |
| 0.2501 | 2,501,090.00 | |
| 0.7499 | 7,498,880.00 | |
| 3.0726 | 30,725,990.00 | |
| -13.7198 | -137,197,900.00 | |
| 22.2656 | 222,655,700.00 | |
| -13.1881 | -131,881,100.00 | |
| -1.5178 | -15,178,250.00 | |
| 4.4517 | 44,517,130.00 | |
| -4.5951 | -45,951,270.00 | |
| 5.4431 | 54,431,410.00 | |
| -0.3912 | -3,911,540.00 |
Estimation Period:
Jul 15, 2011 to May 15, 2026
Jul 15, 2011 to May 15, 2026
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