Shin Foong Specialty 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, April 1st, 2026
1 Day
4,907.65
decreased by 404.99
1 Week
5,702.72
increased by 390.08
1 Month
6,329.72
increased by 1,017.08
Analysis last updated: Wednesday, April 1, 2026 at 08:27 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3250 | 0.02 | |
| 0.1526 | 0.01 | |
| 0.8474 | 0.06 | |
| 0.0302 | 0.00 |
Estimation Period:
Jun 30, 2016 to Mar 27, 2026
Jun 30, 2016 to Mar 27, 2026
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