Century Paper & Bd 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, April 28th, 2026
1 Day
3,022.98
increased by 442.20
1 Week
2,253.77
decreased by 327.01
1 Month
2,691.28
increased by 110.50
Analysis last updated: Tuesday, April 28, 2026 at 08:17 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0401 | 0.04 | |
| 0.1969 | 0.00 | |
| 0.8031 | 0.02 | |
| -1.1072 | 0.00 | |
| 0.9730 | 0.00 | |
| 1.1488 | 0.01 | |
| -3.4077 | -0.05 | |
| 5.0665 | 0.12 | |
| -3.5673 | -1.30 | |
| 0.3705 | 0.01 | |
| 1.1750 | 0.03 | |
| -1.2634 | -0.04 |
Estimation Period:
Jan 8, 1996 to Apr 24, 2026
Jan 8, 1996 to Apr 24, 2026
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