Sakae Electronics 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 Thursday, April 16th, 2026
1 Day
7,327.54
increased by 2,817.08
1 Week
5,038.09
increased by 527.63
1 Month
4,456.92
decreased by 53.54
Analysis last updated: Thursday, April 16, 2026 at 07:48 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4754 | 0.13 | |
| 0.1778 | 0.01 | |
| 0.8222 | 0.05 | |
| -1.0258 | -0.02 | |
| 1.3462 | 0.02 | |
| -0.6015 | -0.06 | |
| 0.3414 | 0.03 | |
| 0.1247 | 0.01 | |
| -0.3074 | -0.01 |
Estimation Period:
Oct 30, 1997 to Apr 10, 2026
Oct 30, 1997 to Apr 10, 2026
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