Sanyu 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, May 27th, 2026
1 Day
5,939.62
increased by 2,825.83
1 Week
3,787.54
increased by 673.75
1 Month
3,351.63
increased by 237.84
Analysis last updated: Wednesday, May 27, 2026 at 10:23 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1447 | 0.12 | |
| 0.1040 | 0.02 | |
| 0.8960 | 0.15 | |
| -0.1868 | -0.08 | |
| 0.2853 | 0.06 |
Estimation Period:
Jan 26, 1999 to May 22, 2026
Jan 26, 1999 to May 22, 2026
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