Nimir Industrial Chemicals 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, June 29th, 2026
1 Day
913.18
decreased by 128.05
1 Week
1,005.06
decreased by 36.17
1 Month
2,908.99
increased by 1,867.76
Analysis last updated: Thursday, June 25, 2026 at 07:57 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0725 | 0.00 | |
| 0.2856 | 0.00 | |
| 0.7144 | 0.00 | |
| -2.5065 | 0.00 | |
| 5.3864 | 0.00 | |
| -19.4440 | 0.00 | |
| 34.4477 | 0.00 | |
| -18.8673 | 0.00 | |
| 5.3714 | 0.00 | |
| -11.3308 | 0.00 | |
| 6.8620 | 0.00 | |
| -0.3131 | 0.00 |
Estimation Period:
Nov 22, 2005 to Jun 24, 2026
Nov 22, 2005 to Jun 24, 2026
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