CGS Holdings Inc 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 Friday, June 5th, 2026
1 Day
8,637.26
increased by 5,008.60
1 Week
4,571.22
increased by 942.56
1 Month
3,076.23
decreased by 552.43
Analysis last updated: Friday, June 5, 2026 at 07:50 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5766 | 0.09 | |
| 0.2173 | 0.00 | |
| 0.7827 | 0.01 | |
| -3.4956 | -0.01 | |
| 3.9579 | 0.01 | |
| -1.0149 | -0.01 | |
| 1.6537 | 0.01 | |
| -1.4992 | -0.01 | |
| 0.5569 | 0.01 | |
| -0.5367 | -0.35 | |
| 0.7429 | 0.04 | |
| -0.8765 | -0.06 |
Estimation Period:
Jul 3, 2007 to May 29, 2026
Jul 3, 2007 to May 29, 2026
Other CGS Holdings Inc Analyses
Other Spline ILLIQ Analyses on International Equities