Metalart 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 Monday, May 18th, 2026
1 Day
4,521.78
increased by 3,410.92
1 Week
1,810.27
increased by 699.41
1 Month
1,368.79
increased by 257.93
Analysis last updated: Saturday, May 16, 2026 at 10:37 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9040 | 0.25 | |
| 0.1511 | 0.01 | |
| 0.8489 | 0.08 | |
| -0.3062 | -0.27 | |
| 0.4165 | 0.32 | |
| -0.1695 | -4.54 | |
| 0.1305 | 0.10 |
Estimation Period:
Sep 30, 1993 to May 15, 2026
Sep 30, 1993 to May 15, 2026
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