San Miguel Food And Beverage 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 25th, 2026
1 Day
24,167.54
increased by 19,102.34
1 Week
7,784.07
increased by 2,718.87
1 Month
4,359.50
decreased by 705.70
Analysis last updated: Sunday, May 24, 2026 at 12:39 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5854 | 0.04 | |
| 0.3391 | 0.00 | |
| 0.6609 | 0.01 | |
| 0.9546 | 0.00 | |
| -1.4833 | 0.00 | |
| 0.3601 | 0.00 | |
| -1.6631 | -0.02 | |
| 4.0567 | 0.21 | |
| -2.9515 | -0.05 | |
| 0.8644 | 0.01 | |
| -0.0198 | 0.00 | |
| -0.5898 | -0.01 | |
| 1.4643 | 0.01 |
Estimation Period:
May 10, 2001 to May 22, 2026
May 10, 2001 to May 22, 2026
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