Nulab 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 24th, 2026
1 Day
12,593.23
increased by 9,870.84
1 Week
4,403.94
increased by 1,681.55
1 Month
3,319.26
increased by 596.87
Analysis last updated: Friday, April 24, 2026 at 07:52 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9143 | 4.07 | |
| 0.1891 | 8.94 | |
| 0.8108 | 38.49 | |
| -0.3965 | -0.88 |
Estimation Period:
Jun 28, 2022 to Apr 17, 2026
Jun 28, 2022 to Apr 17, 2026
Other Nulab Inc Analyses
Other Spline ILLIQ Analyses on International Equities