Kitac Corp 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 10th, 2026
1 Day
4,873.04
decreased by 359.53
1 Week
5,162.78
decreased by 69.79
1 Month
4,640.67
decreased by 591.90
Analysis last updated: Friday, April 10, 2026 at 07:53 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6279 | 0.55 | |
| 0.1498 | 0.01 | |
| 0.8502 | 0.06 | |
| -0.2860 | -0.09 | |
| 0.3542 | 0.09 | |
| -0.0899 | -0.04 |
Estimation Period:
Jan 11, 1999 to Apr 3, 2026
Jan 11, 1999 to Apr 3, 2026
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