Solekia 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, April 16th, 2026
1 Day
7,245.95
increased by 1,129.84
1 Week
4,678.70
decreased by 1,437.41
1 Month
2,350.50
decreased by 3,765.61
Analysis last updated: Thursday, April 16, 2026 at 08:01 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9786 | 9,785,850.00 | |
| 0.1087 | 1,087,400.00 | |
| 0.8913 | 8,912,560.00 | |
| 0.0886 | 886,200.00 | |
| -0.2148 | -2,148,490.00 | |
| 0.2030 | 2,030,120.00 |
Estimation Period:
Jan 20, 1995 to Apr 3, 2026
Jan 20, 1995 to Apr 3, 2026
Other Solekia Ltd Analyses
Other Spline ILLIQ Analyses on International Equities