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 Wednesday, May 20th, 2026
1 Day
11,311.83
increased by 7,302.43
1 Week
4,548.79
increased by 539.39
1 Month
3,811.66
decreased by 197.74
Analysis last updated: Wednesday, May 20, 2026 at 08:48 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9202 | 0.00 | |
| 0.2819 | 0.00 | |
| 0.7181 | 0.00 | |
| -8.3785 | 0.00 | |
| 11.9852 | 0.00 | |
| -5.6383 | 0.00 | |
| 3.0110 | 0.00 | |
| -1.3118 | 0.00 | |
| 0.0966 | 0.00 | |
| 0.8927 | 0.04 | |
| -1.3821 | 0.00 | |
| 1.7261 | 0.00 | |
| -2.1127 | 0.00 |
Estimation Period:
Dec 15, 2011 to May 15, 2026
Dec 15, 2011 to May 15, 2026
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