Fermenta Biotech Ltd 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 Friday, May 29th, 2026
1 Day
5,812.09
increased by 51.88
1 Week
6,085.28
increased by 325.07
1 Month
6,028.80
increased by 268.59
Analysis last updated: Thursday, May 28, 2026 at 10:45 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7058 | 0.01 | |
| 0.1871 | 0.00 | |
| 0.8129 | 0.00 | |
| -2.1512 | 0.00 | |
| 8.2942 | 0.01 | |
| -10.5883 | 0.00 | |
| 4.3559 | 0.00 | |
| 0.1902 | 0.00 | |
| 0.5176 | 0.00 | |
| -0.6185 | 0.00 | |
| -0.3478 | 0.00 | |
| 0.3628 | 0.00 |
Estimation Period:
Mar 25, 2010 to May 27, 2026
Mar 25, 2010 to May 27, 2026
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