Autowallis Plc 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
2,841.68
increased by 435.46
1 Week
2,750.08
increased by 343.86
1 Month
3,928.87
increased by 1,522.65
Analysis last updated: Wednesday, April 29, 2026 at 07:20 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8909 | 0.03 | |
| 0.1660 | 0.01 | |
| 0.8340 | 0.03 | |
| 0.7883 | 0.00 | |
| -2.0706 | -0.02 | |
| 2.3285 | 0.02 |
Estimation Period:
Sep 6, 2018 to Apr 24, 2026
Sep 6, 2018 to Apr 24, 2026
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