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 Wednesday, April 29th, 2026
1 Day
4,220.64
increased by 2,602.80
1 Week
2,324.01
increased by 706.17
1 Month
2,003.36
increased by 385.52
Analysis last updated: Wednesday, April 29, 2026 at 09:24 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2272 | 12,272,430.00 | |
| 0.0848 | 848,160.00 | |
| 0.9152 | 9,151,790.00 | |
| -0.1957 | -1,956,940.00 | |
| -0.1576 | -1,575,620.00 | |
| 0.4667 | 4,667,370.00 | |
| -0.3451 | -3,451,470.00 | |
| -0.1715 | -1,715,030.00 | |
| 2.2846 | 22,845,870.00 | |
| -3.8267 | -38,267,400.00 | |
| 2.8288 | 28,287,670.00 | |
| -0.8796 | -8,795,610.00 | |
| -1.3300 | -13,300,310.00 |
Estimation Period:
Jan 4, 1990 to Apr 24, 2026
Jan 4, 1990 to Apr 24, 2026
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