Bank of New York Mellon Corp/The 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, July 6th, 2026
1 Day
25.98
decreased by 0.59
1 Week
26.48
decreased by 0.09
1 Month
28.15
increased by 1.58
Analysis last updated: Thursday, July 2, 2026 at 10:21 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9663 | 0.49 | |
| 0.0548 | 0.01 | |
| 0.9452 | 0.24 | |
| 0.0083 | 0.02 | |
| -0.0384 | -0.01 | |
| 0.1742 | 0.01 | |
| -0.3210 | -0.01 | |
| 0.2508 | 0.01 | |
| -0.1118 | -0.01 |
Estimation Period:
Jan 2, 1990 to Jul 2, 2026
Jan 2, 1990 to Jul 2, 2026
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