Yeh-Chiang Technology 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 Tuesday, March 31st, 2026
1 Day
9,072.43
increased by 1,140.39
1 Week
7,811.85
decreased by 120.19
1 Month
6,965.46
decreased by 966.58
Analysis last updated: Tuesday, March 31, 2026 at 09:43 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8309 | 0.01 | |
| 0.2152 | 0.00 | |
| 0.7848 | 0.00 | |
| -1.6072 | 0.00 | |
| 3.9741 | 0.00 | |
| -4.4515 | 0.00 | |
| 7.5535 | 0.03 | |
| -12.9685 | 0.00 | |
| 13.4803 | 0.00 | |
| -9.8653 | 0.00 | |
| 5.7180 | 0.00 | |
| -2.6452 | 0.00 | |
| 1.5233 | 0.00 |
Estimation Period:
Jul 3, 2003 to Mar 27, 2026
Jul 3, 2003 to Mar 27, 2026
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