Mehai Tchnlgy 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 Thursday, April 9th, 2026
1 Day
10,683.27
increased by 1,497.68
1 Week
10,831.96
increased by 1,646.37
1 Month
15,341.57
increased by 6,155.98
Analysis last updated: Thursday, April 9, 2026 at 07:19 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0990 | 1.44 | |
| 0.3158 | 0.82 | |
| 0.6842 | 1.78 | |
| 8.5342 | 1.49 | |
| -25.2429 | -2.83 | |
| 32.2901 | 3.21 | |
| -39.5093 | -2.72 | |
| 49.5554 | 2.49 | |
| -33.8469 | -1.78 | |
| 1.9880 | 0.13 | |
| 15.5462 | 0.95 | |
| -14.9628 | -1.04 | |
| 8.3900 | 0.86 |
Estimation Period:
Oct 9, 2017 to Apr 2, 2026
Oct 9, 2017 to Apr 2, 2026
Other Mehai Tchnlgy Ltd Analyses
Other Spline ILLIQ Analyses on International Equities