Aerpace Industries 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 Friday, May 29th, 2026
1 Day
4,807.56
decreased by 743.08
1 Week
5,546.34
decreased by 4.30
1 Month
6,134.52
increased by 583.88
Analysis last updated: Thursday, May 28, 2026 at 09:06 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2844 | 0.01 | |
| 0.3818 | 0.00 | |
| 0.6182 | 0.00 | |
| -12.0268 | 0.00 | |
| 4.1343 | 0.00 | |
| 21.7692 | 0.01 | |
| -22.7401 | -0.07 | |
| 13.4605 | 0.02 | |
| -6.3286 | 0.00 |
Estimation Period:
Feb 10, 2014 to May 27, 2026
Feb 10, 2014 to May 27, 2026
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