Jmc 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 Wednesday, May 27th, 2026
1 Day
5,670.50
increased by 638.48
1 Week
4,622.29
decreased by 409.73
1 Month
5,969.57
increased by 937.55
Analysis last updated: Wednesday, May 27, 2026 at 10:21 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6540 | 0.06 | |
| 0.2409 | 0.00 | |
| 0.7591 | 0.01 | |
| -0.5583 | -0.09 | |
| 0.8528 | 0.05 |
Estimation Period:
Nov 29, 2016 to May 22, 2026
Nov 29, 2016 to May 22, 2026
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