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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3021 | 0.37 | |
| 0.0827 | 0.06 | |
| 0.9173 | 0.62 | |
| -0.1404 | -0.01 |
Estimation Period:
Oct 5, 2018 to May 15, 2026
Oct 5, 2018 to May 15, 2026
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