Alliance Global Group Inc 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 Tuesday, June 23rd, 2026
1 Day
9,008.85
increased by 5,096.47
1 Week
4,912.44
increased by 1,000.06
1 Month
2,879.61
decreased by 1,032.77
Analysis last updated: Tuesday, June 23, 2026 at 07:48 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4391 | 0.00 | |
| 0.1580 | 0.00 | |
| 0.8420 | 0.00 | |
| -1.2381 | 0.00 | |
| 1.6737 | 0.00 | |
| -0.4366 | 0.00 | |
| -0.0262 | 0.00 | |
| 0.0513 | 0.00 | |
| -0.0174 | 0.00 |
Estimation Period:
Feb 6, 2001 to Jun 19, 2026
Feb 6, 2001 to Jun 19, 2026
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