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 30th, 2026
1 Day
3,207.04
decreased by 184.28
1 Week
3,122.80
decreased by 268.52
1 Month
3,026.20
decreased by 365.12
Analysis last updated: Tuesday, June 30, 2026 at 08:01 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9390 | 3.33 | |
| 0.0967 | 0.11 | |
| 0.9032 | 1.05 | |
| -0.4166 | -0.14 | |
| 0.6390 | 0.17 | |
| -0.3463 | -0.25 |
Estimation Period:
May 28, 2007 to Jun 26, 2026
May 28, 2007 to Jun 26, 2026
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