Nahar Spinning ILLIQ-MFMEM Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Thursday, June 25th, 2026
1 Day
5,834.74
decreased by 245.36
1 Week
6,100.77
increased by 20.67
1 Month
7,209.80
increased by 1,129.70
Analysis last updated: Thursday, June 25, 2026 at 06:55 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1812 | 0.82 | |
| 0.8425 | 135.77 | |
| -0.0473 | -0.13 | |
| 10.0000 | 1.18 | |
| 0.0000 | 0.03 | |
| 0.9828 | 152.63 |
Estimation Period:
Jun 26, 1997 to Jun 19, 2026
Jun 26, 1997 to Jun 19, 2026
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