Green Delta Insurance PLC 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 Sunday, April 19th, 2026
1 Day
5,085.82
decreased by 1,111.19
1 Week
6,379.66
increased by 182.65
1 Month
7,301.37
increased by 1,104.36
Analysis last updated: Friday, April 17, 2026 at 06:05 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4105 | 0.44 | |
| 0.2401 | 0.09 | |
| 0.7598 | 0.30 | |
| 1.6237 | 0.04 | |
| -12.7189 | -0.07 | |
| 18.0922 | 0.11 | |
| 5.8180 | 0.02 | |
| -20.0500 | -0.04 | |
| -1.6556 | -0.01 | |
| 19.6455 | 0.76 | |
| -23.2683 | -0.41 | |
| 26.8372 | 0.17 |
Estimation Period:
Oct 3, 2008 to Apr 16, 2026
Oct 3, 2008 to Apr 16, 2026
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