F&M Co Ltd 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 Wednesday, June 17th, 2026
1 Day
4,215.95
increased by 3,974.73
1 Week
1,035.75
increased by 794.53
1 Month
430.52
increased by 189.30
Analysis last updated: Wednesday, June 17, 2026 at 08:54 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9334 | 0.11 | |
| 0.1233 | 0.00 | |
| 0.8767 | 0.03 | |
| -0.0634 | 0.00 | |
| 0.0659 | 0.00 |
Estimation Period:
Mar 23, 2001 to Jun 12, 2026
Mar 23, 2001 to Jun 12, 2026
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