Commercial Credit And Fin 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 Thursday, June 18th, 2026
1 Day
11,850.54
increased by 5,567.11
1 Week
7,258.36
increased by 974.93
1 Month
3,911.25
decreased by 2,372.18
Analysis last updated: Thursday, June 18, 2026 at 08:43 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0272 | 3.59 | |
| 0.2064 | 1.03 | |
| 0.7935 | 3.98 | |
| 2.2359 | 0.29 | |
| -5.8653 | -0.77 | |
| 5.3365 | 3.74 | |
| -1.8468 | -2.24 | |
| 0.9739 | 0.99 | |
| -2.9500 | -2.85 | |
| 3.3795 | 2.64 | |
| -1.6670 | -1.40 | |
| -1.0502 | -0.67 | |
| 5.7254 | 2.15 |
Estimation Period:
Jun 3, 2011 to Jun 12, 2026
Jun 3, 2011 to Jun 12, 2026
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