Comtrend Corporation 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 Tuesday, April 7th, 2026
1 Day
8,643.37
increased by 1,683.95
1 Week
6,258.52
decreased by 700.90
1 Month
4,694.71
decreased by 2,264.71
Analysis last updated: Saturday, April 4, 2026 at 12:14 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9916 | 0.67 | |
| 0.3182 | 0.08 | |
| 0.6818 | 0.16 | |
| 7.3500 | 0.10 | |
| -37.4087 | -0.91 | |
| 59.1428 | 3.05 | |
| -31.5778 | -0.33 | |
| -2.3629 | -0.02 | |
| 14.0777 | 0.22 | |
| -18.7457 | -0.09 |
Estimation Period:
Aug 31, 2018 to Apr 2, 2026
Aug 31, 2018 to Apr 2, 2026
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