Gacm Technologies 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 Thursday, May 14th, 2026
1 Day
8,239.78
increased by 1,048.36
1 Week
7,261.92
increased by 70.50
1 Month
6,936.50
decreased by 254.92
Analysis last updated: Thursday, May 14, 2026 at 07:27 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7452 | 0.01 | |
| 0.2973 | 0.00 | |
| 0.7027 | 0.00 | |
| -3.1211 | -0.01 | |
| 4.3206 | 0.01 | |
| -0.6647 | 0.00 | |
| -2.1838 | -0.01 | |
| 2.9874 | 0.02 |
Estimation Period:
Dec 26, 2011 to May 8, 2026
Dec 26, 2011 to May 8, 2026
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