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, May 19th, 2026
1 Day
3,780.28
decreased by 240.80
1 Week
3,801.55
decreased by 219.53
1 Month
4,275.89
increased by 254.81
Analysis last updated: Tuesday, May 19, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1736 | 0.96 | |
| 0.0825 | 0.03 | |
| 0.9175 | 0.29 | |
| -0.0093 | 0.00 |
Estimation Period:
May 28, 2007 to May 15, 2026
May 28, 2007 to May 15, 2026
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