Yieh United Steel Corp 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, May 29th, 2026
1 Day
6,341.48
decreased by 655.70
1 Week
5,230.84
decreased by 1,766.34
1 Month
4,166.84
decreased by 2,830.34
Analysis last updated: Friday, May 29, 2026 at 08:50 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8951 | 0.00 | |
| 0.2081 | 0.00 | |
| 0.7919 | 0.01 | |
| -0.4727 | -0.01 | |
| 0.1468 | 0.00 | |
| 0.5750 | 0.01 | |
| -0.7534 | 0.00 | |
| 1.2102 | 0.01 | |
| -1.1623 | -0.06 | |
| 0.7696 | 0.01 | |
| -1.8280 | 0.00 | |
| 4.2336 | 0.01 | |
| -5.2316 | 0.00 |
Estimation Period:
Aug 25, 2004 to May 22, 2026
Aug 25, 2004 to May 22, 2026
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