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V-Lab

Immatics NV 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 Tuesday, May 19th, 2026

1 Day

5,317.45

decreased by 134.41

1 Week

5,179.00

decreased by 272.86

1 Month

5,460.75

increased by 8.89

Analysis last updated: Monday, May 18, 2026 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Immatics NV ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time
paramt-stat
ω2.30210.37
α0.08270.06
β0.91730.62
γ1-0.1404-0.01
Estimation Period:
Oct 5, 2018 to May 15, 2026