Lolc Finance Plc 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, June 12th, 2026
1 Day
17,469.78
increased by 12,600.81
1 Week
7,246.34
increased by 2,377.37
1 Month
5,173.02
increased by 304.05
Analysis last updated: Friday, June 12, 2026 at 10:05 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6949 | 2.05 | |
| 0.3469 | 0.31 | |
| 0.6530 | 0.58 | |
| 0.1304 | 0.05 | |
| -3.0693 | -0.74 | |
| 4.1677 | 1.70 | |
| -1.6512 | -0.93 | |
| 0.9296 | 0.73 | |
| -2.4286 | -2.54 | |
| 3.7996 | 2.60 | |
| -2.0084 | -0.91 | |
| -0.0467 | -0.02 | |
| 0.9969 | 0.41 |
Estimation Period:
Jul 12, 2011 to Jun 5, 2026
Jul 12, 2011 to Jun 5, 2026
Other Lolc Finance Plc Analyses
Other Spline ILLIQ Analyses on International Equities