Credito Emiliano SpA 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 19th, 2026
1 Day
5,224.74
increased by 2,376.32
1 Week
3,667.12
increased by 818.70
1 Month
4,242.78
increased by 1,394.36
Analysis last updated: Tuesday, May 19, 2026 at 08:28 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7433 | 2.12 | |
| 0.1083 | 0.35 | |
| 0.8917 | 2.85 | |
| -0.0078 | -0.18 |
Estimation Period:
Apr 15, 1994 to May 15, 2026
Apr 15, 1994 to May 15, 2026
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