Shuang-Bang Industrial 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, July 1st, 2026
1 Day
16,806.21
increased by 12,153.92
1 Week
7,185.36
increased by 2,533.07
1 Month
5,037.28
increased by 384.99
Analysis last updated: Wednesday, July 1, 2026 at 08:59 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0461 | 0.18 | |
| 0.2721 | 0.03 | |
| 0.7278 | 0.09 | |
| -13.5776 | -0.19 | |
| 25.8473 | 0.19 | |
| -26.7844 | -0.16 | |
| 29.7037 | 0.13 | |
| -21.5750 | -0.11 | |
| 6.2708 | 0.08 | |
| -0.1150 | -0.01 | |
| 0.9803 | 0.28 | |
| -1.6342 | -1.38 | |
| 1.7271 | 0.35 |
Estimation Period:
Feb 15, 2008 to Jun 26, 2026
Feb 15, 2008 to Jun 26, 2026
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