Arif Habib 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 Tuesday, May 12th, 2026
1 Day
3,486.27
increased by 767.73
1 Week
3,141.20
increased by 422.66
1 Month
6,391.93
increased by 3,673.39
Analysis last updated: Tuesday, May 12, 2026 at 08:02 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2375 | 0.00 | |
| 0.2549 | 0.00 | |
| 0.7451 | 0.00 | |
| -3.6698 | 0.00 | |
| 5.5709 | 0.00 | |
| -2.9291 | 0.00 | |
| 1.4702 | 0.00 | |
| -0.8356 | 0.00 | |
| 1.0272 | 0.00 | |
| -1.3628 | 0.00 | |
| 1.0465 | 0.00 |
Estimation Period:
Feb 14, 2007 to May 8, 2026
Feb 14, 2007 to May 8, 2026
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