Altron 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 Monday, June 1st, 2026
1 Day
3,734.99
decreased by 352.44
1 Week
3,651.96
decreased by 435.47
1 Month
3,497.69
decreased by 589.74
Analysis last updated: Sunday, May 31, 2026 at 02:28 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2812 | 0.01 | |
| 0.0981 | 0.00 | |
| 0.9019 | 0.01 | |
| -0.6752 | 0.00 | |
| 0.7649 | 0.00 | |
| -0.9102 | 0.00 | |
| 2.6529 | 0.00 | |
| -3.4474 | 0.00 | |
| 2.6608 | 0.00 | |
| -2.3296 | 0.00 |
Estimation Period:
Jan 4, 1990 to May 29, 2026
Jan 4, 1990 to May 29, 2026
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