KLASS 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 20th, 2026
1 Day
8,942.80
increased by 301.53
1 Week
8,516.40
decreased by 124.87
1 Month
5,610.40
decreased by 3,030.87
Analysis last updated: Wednesday, May 20, 2026 at 07:44 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8702 | 0.26 | |
| 0.1736 | 0.02 | |
| 0.8264 | 0.10 | |
| -0.2766 | -0.39 |
Estimation Period:
Oct 3, 2018 to May 15, 2026
Oct 3, 2018 to May 15, 2026
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