Cellavision AB 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, June 9th, 2026
1 Day
3,169.24
decreased by 193.30
1 Week
3,241.28
decreased by 121.26
1 Month
3,541.94
increased by 179.40
Analysis last updated: Tuesday, June 9, 2026 at 08:38 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0542 | 5.90 | |
| 0.0826 | 3.12 | |
| 0.9174 | 34.74 | |
| 0.0147 | 0.13 | |
| -0.0288 | -0.17 |
Estimation Period:
May 28, 2007 to Jun 5, 2026
May 28, 2007 to Jun 5, 2026
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