ECO World DEV Group BHD 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, May 4th, 2026
1 Day
6,498.50
increased by 86.51
1 Week
6,654.45
increased by 242.46
1 Month
5,158.19
decreased by 1,253.80
Analysis last updated: Friday, May 1, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7059 | 0.04 | |
| 0.1457 | 0.03 | |
| 0.8543 | 0.17 | |
| -2.2500 | -0.01 | |
| 3.2854 | 0.01 | |
| 1.5597 | 0.04 | |
| -1.7544 | -0.02 | |
| -2.9903 | -0.06 | |
| 1.9724 | 0.03 | |
| 0.3370 | 0.00 | |
| -0.1618 | -0.01 | |
| -0.1525 | -0.02 | |
| 0.3986 | 0.05 |
Estimation Period:
Jun 24, 1994 to Apr 30, 2026
Jun 24, 1994 to Apr 30, 2026
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