Enshu 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 Thursday, June 25th, 2026
1 Day
7,337.03
decreased by 417.32
1 Week
7,610.32
decreased by 144.03
1 Month
4,910.65
decreased by 2,843.70
Analysis last updated: Thursday, June 25, 2026 at 07:13 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0686 | 0.90 | |
| 0.1711 | 0.11 | |
| 0.8289 | 0.52 | |
| -0.1599 | -2.61 | |
| 0.2486 | 3.93 | |
| -0.1082 | -1.50 |
Estimation Period:
Oct 1, 1992 to Jun 19, 2026
Oct 1, 1992 to Jun 19, 2026
Other Enshu Ltd Analyses
Other Spline ILLIQ Analyses on International Equities