CRA International Inc 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 Monday, July 6th, 2026
1 Day
675.19
decreased by 48.42
1 Week
678.90
decreased by 44.71
1 Month
791.97
increased by 68.36
Analysis last updated: Thursday, July 2, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8657 | 2.92 | |
| 0.0947 | 0.70 | |
| 0.9053 | 6.67 | |
| -0.8886 | -2.35 | |
| 1.3666 | 2.28 | |
| -0.6588 | -1.82 | |
| 0.1917 | 1.02 | |
| -0.0025 | -0.03 | |
| -0.0751 | -0.74 |
Estimation Period:
Apr 24, 1998 to Jul 2, 2026
Apr 24, 1998 to Jul 2, 2026
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