Filatex Fashions 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 Monday, April 6th, 2026
1 Day
9,627.75
increased by 5,409.29
1 Week
5,472.55
increased by 1,254.09
1 Month
2,627.52
decreased by 1,590.94
Analysis last updated: Friday, April 3, 2026 at 09:03 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0673 | 0.00 | |
| 0.1764 | 0.00 | |
| 0.8236 | 0.00 | |
| -4.6832 | 0.00 | |
| 4.5881 | 0.00 | |
| 0.6659 | 0.00 | |
| -1.1194 | 0.00 | |
| -0.1486 | 0.00 | |
| 3.0781 | 0.00 | |
| -15.8899 | 0.00 | |
| 28.9724 | 0.00 | |
| -19.9539 | 0.00 | |
| 9.1069 | 0.00 |
Estimation Period:
Mar 15, 2012 to Apr 2, 2026
Mar 15, 2012 to Apr 2, 2026
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