Bemap 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 Friday, April 3rd, 2026
1 Day
14,127.46
increased by 8,571.85
1 Week
4,139.02
decreased by 1,416.59
1 Month
1,130.43
decreased by 4,425.18
Analysis last updated: Friday, April 3, 2026 at 09:54 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8709 | 0.96 | |
| 0.2570 | 0.02 | |
| 0.7430 | 0.05 | |
| -0.0169 | 0.00 | |
| 0.7546 | 0.00 | |
| -1.5028 | -0.01 | |
| 0.1776 | 0.03 | |
| 1.3400 | 0.21 | |
| -0.7612 | -0.06 | |
| 0.0759 | 0.00 | |
| -0.3832 | -0.02 | |
| 0.4707 | 0.02 |
Estimation Period:
Feb 28, 2002 to Mar 27, 2026
Feb 28, 2002 to Mar 27, 2026
Other Bemap Inc Analyses
Other Spline ILLIQ Analyses on International Equities