Zimmite Taiwan 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 Friday, April 24th, 2026
1 Day
2,631.24
decreased by 207.38
1 Week
2,928.42
increased by 89.80
1 Month
5,645.75
increased by 2,807.13
Analysis last updated: Friday, April 24, 2026 at 08:58 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9199 | 0.00 | |
| 0.2886 | 0.00 | |
| 0.7114 | 0.00 | |
| -8.5095 | 0.00 | |
| 12.1438 | 0.00 | |
| -5.6594 | 0.00 | |
| 2.9704 | 0.00 | |
| -1.2514 | 0.00 | |
| 0.0851 | 0.00 | |
| 0.8889 | 0.00 | |
| -1.5180 | 0.00 | |
| 1.9846 | 0.00 | |
| -2.3204 | 0.00 |
Estimation Period:
Dec 15, 2011 to Apr 17, 2026
Dec 15, 2011 to Apr 17, 2026
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