Bai Sha Technology Co Ltd 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, May 20th, 2026
1 Day
5,329.82
increased by 470.84
1 Week
4,935.37
increased by 76.39
1 Month
5,428.70
increased by 569.72
Analysis last updated: Wednesday, May 20, 2026 at 08:52 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5880 | 0.00 | |
| 0.1824 | 0.00 | |
| 0.8176 | 0.00 | |
| 2.3146 | 0.00 | |
| -5.3413 | 0.00 | |
| 1.1586 | 0.00 | |
| 5.8816 | 0.00 | |
| -6.4778 | 0.00 | |
| 5.2661 | 0.00 | |
| -4.7423 | 0.00 | |
| 2.7069 | 0.00 | |
| -1.2325 | 0.00 |
Estimation Period:
Feb 11, 2009 to May 15, 2026
Feb 11, 2009 to May 15, 2026
Other Bai Sha Technology Co Ltd Analyses
Other Spline ILLIQ Analyses on International Equities