CDC Construction JSC 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, June 17th, 2026
1 Day
3,388.39
increased by 1.61
1 Week
2,721.94
decreased by 664.84
1 Month
1,285.20
decreased by 2,101.58
Analysis last updated: Wednesday, June 17, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1837 | 0.00 | |
| 0.0000 | 0.00 | |
| 1.0000 | 0.00 | |
| 89.0785 | 0.00 | |
| -85.3668 | 0.00 | |
| -38.0433 | 0.00 | |
| -19.9118 | 0.00 | |
| 95.4594 | 0.00 | |
| 18.9604 | 0.00 | |
| -187.1165 | 0.00 | |
| 347.1552 | 0.00 |
Estimation Period:
Apr 21, 2025 to Jun 12, 2026
Apr 21, 2025 to Jun 12, 2026
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