KSL Holdings BHD 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, May 18th, 2026
1 Day
4,705.50
increased by 753.98
1 Week
3,469.47
decreased by 482.05
1 Month
4,221.11
increased by 269.59
Analysis last updated: Sunday, May 17, 2026 at 12:10 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.8346 | 0.00 | |
| 0.1749 | 0.00 | |
| 0.8251 | 0.00 | |
| -1.0049 | 0.00 | |
| 1.0128 | 0.00 | |
| 0.0317 | 0.00 | |
| -0.1525 | 0.00 | |
| -1.2453 | 0.00 | |
| 5.5204 | 0.00 | |
| -9.8987 | 0.00 | |
| 11.5174 | 0.00 | |
| -10.7928 | 0.00 |
Estimation Period:
Jul 22, 2002 to May 15, 2026
Jul 22, 2002 to May 15, 2026
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