Motor Oil Corinth Refineries 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
2,311.00
increased by 433.35
1 Week
2,044.11
increased by 166.46
1 Month
4,406.38
increased by 2,528.73
Analysis last updated: Friday, June 12, 2026 at 08:00 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 32.0005 | 0.00 | |
| 0.2615 | 0.00 | |
| 0.7385 | 0.00 | |
| -7.2253 | 0.00 | |
| 14.7453 | 0.00 | |
| -10.1104 | 0.00 | |
| 2.2143 | 0.00 | |
| 0.5374 | 0.00 | |
| -0.4604 | 0.00 | |
| 0.5533 | 0.00 | |
| -0.3709 | 0.00 | |
| 0.1837 | 0.00 | |
| -0.1563 | 0.00 |
Estimation Period:
Mar 12, 2002 to Jun 5, 2026
Mar 12, 2002 to Jun 5, 2026
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