Landsmill Green 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 Wednesday, May 20th, 2026
1 Day
9,707.11
decreased by 1,639.05
1 Week
9,035.44
decreased by 2,310.72
1 Month
5,827.16
decreased by 5,519.00
Analysis last updated: Wednesday, May 20, 2026 at 07:17 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5698 | 0.02 | |
| 0.2504 | 0.00 | |
| 0.7496 | 0.01 | |
| -4.1080 | 0.00 | |
| 8.4182 | 0.00 | |
| -3.7541 | 0.00 | |
| -1.8635 | 0.00 | |
| 8.0028 | 0.01 | |
| -15.1246 | -0.03 | |
| 11.5201 | 0.04 | |
| -6.0363 | -0.05 | |
| 7.8532 | 0.02 |
Estimation Period:
Aug 3, 2009 to May 15, 2026
Aug 3, 2009 to May 15, 2026
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