Yamashin-Filter Corp Spline ILLIQ Liquidity Analysis
Liquidity prediction for Friday, June 19th, 2026
1 Day
104.94
decreased by 2.08
1 Week
95.52
decreased by 11.50
1 Month
77.20
decreased by 29.82
Analysis last updated: Friday, June 19, 2026 at 09:58 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8678 | 5.54 | |
| 0.1642 | 11.57 | |
| 0.8357 | 59.15 | |
| -0.0619 | -1.63 |
Estimation Period:
Oct 8, 2014 to Jun 12, 2026
Oct 8, 2014 to Jun 12, 2026
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