Turkiye Is Bankasi As 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, April 7th, 2026
1 Day
14,317.99
increased by 961.51
1 Week
14,396.47
increased by 1,039.99
1 Month
13,562.98
increased by 206.50
Analysis last updated: Tuesday, April 7, 2026 at 08:42 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9376 | 6.16 | |
| 0.0912 | 13.04 | |
| 0.9087 | 130.02 | |
| 0.0019 | 0.23 |
Estimation Period:
Mar 28, 1995 to Apr 3, 2026
Mar 28, 1995 to Apr 3, 2026
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