Longvie Sa 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, April 20th, 2026
1 Day
2,984.97
decreased by 289.82
1 Week
3,690.68
increased by 415.89
1 Month
5,452.72
increased by 2,177.93
Analysis last updated: Saturday, April 18, 2026 at 05:54 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2699 | 0.00 | |
| 0.1539 | 0.00 | |
| 0.8461 | 0.00 | |
| 1.3566 | 0.00 | |
| -3.5166 | 0.00 | |
| 3.3311 | 0.01 | |
| -1.5937 | -0.14 | |
| 0.4794 | 0.00 | |
| 0.6274 | 0.00 | |
| -4.4698 | -0.01 | |
| 7.7603 | 0.00 | |
| -4.6266 | 0.00 |
Estimation Period:
Dec 4, 1995 to Apr 17, 2026
Dec 4, 1995 to Apr 17, 2026
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