Hosken Consolidated Investments 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 Wednesday, June 24th, 2026
1 Day
1,732.67
decreased by 100.19
1 Week
1,934.26
increased by 101.40
1 Month
2,637.66
increased by 804.80
Analysis last updated: Wednesday, June 24, 2026 at 07:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3793 | 0.01 | |
| 0.0749 | 0.00 | |
| 0.9251 | 0.01 | |
| -0.1345 | 0.00 | |
| 0.7388 | 0.00 | |
| -1.2863 | 0.00 | |
| 0.8845 | 0.01 | |
| -0.4516 | -0.31 | |
| 0.4606 | 0.00 | |
| -0.1763 | 0.00 | |
| -0.0493 | 0.00 | |
| -0.1907 | 0.00 | |
| 0.5831 | 0.00 |
Estimation Period:
Jan 10, 1990 to Jun 19, 2026
Jan 10, 1990 to Jun 19, 2026
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