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 Thursday, April 2nd, 2026
1 Day
2,121.16
decreased by 66.98
1 Week
2,221.87
increased by 33.73
1 Month
2,294.83
increased by 106.69
Analysis last updated: Thursday, April 2, 2026 at 08:11 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0257 | 0.01 | |
| 0.0784 | 0.00 | |
| 0.9216 | 0.01 | |
| -0.5430 | 0.00 | |
| 0.8245 | 0.00 | |
| -0.6036 | 0.00 | |
| 0.4142 | 0.00 | |
| -0.2625 | 0.00 | |
| 0.4529 | 0.08 | |
| -0.3271 | 0.00 | |
| -0.1681 | 0.00 | |
| 0.5388 | 0.00 |
Estimation Period:
Jan 10, 1990 to Mar 27, 2026
Jan 10, 1990 to Mar 27, 2026
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