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, June 23rd, 2026
1 Day
7,464.12
decreased by 819.74
1 Week
8,578.93
increased by 295.07
1 Month
7,077.14
decreased by 1,206.72
Analysis last updated: Tuesday, June 23, 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 | |
|---|---|---|
| 0.8227 | 5.94 | |
| 0.1119 | 8.58 | |
| 0.8881 | 69.25 | |
| 0.0454 | 0.18 | |
| -0.2621 | -0.89 | |
| 0.6223 | 3.83 | |
| -0.7538 | -6.13 | |
| 0.4341 | 4.82 | |
| -0.0933 | -0.44 |
Estimation Period:
Mar 28, 1995 to Jun 19, 2026
Mar 28, 1995 to Jun 19, 2026
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