Atos Group 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 29th, 2026
1 Day
4,632.97
decreased by 94.60
1 Week
4,907.40
increased by 179.83
1 Month
5,353.91
increased by 626.34
Analysis last updated: Saturday, June 27, 2026 at 09:34 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1028 | 5.02 | |
| 0.0777 | 3.89 | |
| 0.9223 | 46.29 | |
| -0.0909 | -0.57 | |
| 0.1407 | 0.75 | |
| -0.0691 | -1.02 | |
| 0.0405 | 0.88 | |
| -0.0096 | -0.18 |
Estimation Period:
Jun 28, 1991 to Jun 26, 2026
Jun 28, 1991 to Jun 26, 2026
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