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 Thursday, June 25th, 2026
1 Day
5,126.13
decreased by 944.65
1 Week
6,134.44
increased by 63.66
1 Month
6,524.48
increased by 453.70
Analysis last updated: Thursday, June 25, 2026 at 08:30 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5369 | 0.00 | |
| 0.1761 | 0.00 | |
| 0.8239 | 0.00 | |
| 2.2877 | 0.00 | |
| -5.3225 | 0.00 | |
| 1.0755 | 0.00 | |
| 5.4564 | 0.00 | |
| -5.7835 | 0.00 | |
| 5.0241 | 0.00 | |
| -3.9876 | 0.00 | |
| 2.6413 | 0.00 | |
| -1.1185 | 0.00 |
Estimation Period:
Feb 11, 2009 to Jun 18, 2026
Feb 11, 2009 to Jun 18, 2026
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