Jembo Cable Co TBK PT 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 Friday, May 22nd, 2026
1 Day
5,687.85
increased by 4,951.45
1 Week
2,100.98
increased by 1,364.58
1 Month
1,875.95
increased by 1,139.55
Analysis last updated: Saturday, May 23, 2026 at 04:22 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3458 | 0.97 | |
| 0.1945 | 0.71 | |
| 0.8054 | 2.95 | |
| -0.3032 | -0.20 | |
| -1.1738 | -0.61 | |
| 1.9411 | 2.06 | |
| -0.7946 | -0.84 | |
| -0.1464 | -0.14 | |
| 2.6668 | 3.35 | |
| -3.9932 | -5.74 | |
| 2.2436 | 2.36 | |
| -1.0334 | -0.75 | |
| 0.2007 | 0.08 |
Estimation Period:
Jun 24, 1994 to May 13, 2026
Jun 24, 1994 to May 13, 2026
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