Kingsgate Consolidated Ltd 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 Monday, March 30th, 2026
1 Day
5,684.36
increased by 328.22
1 Week
4,910.28
decreased by 445.86
1 Month
3,620.07
decreased by 1,736.07
Analysis last updated: Saturday, March 28, 2026 at 09:00 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1802 | 11,802,070.00 | |
| 0.0737 | 736,960.00 | |
| 0.9263 | 9,263,030.00 | |
| -1.6637 | -16,637,370.00 | |
| 1.7358 | 17,357,970.00 | |
| 0.1263 | 1,262,700.00 | |
| -0.2527 | -2,527,180.00 | |
| 0.1001 | 1,001,450.00 | |
| 0.1238 | 1,238,460.00 | |
| -0.1473 | -1,472,680.00 | |
| -0.2221 | -2,220,590.00 | |
| -0.3520 | -3,520,170.00 | |
| 1.3046 | 13,046,090.00 |
Estimation Period:
Jan 9, 1996 to Mar 27, 2026
Jan 9, 1996 to Mar 27, 2026
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