Nahar Spinning 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, June 25th, 2026
1 Day
5,142.83
decreased by 198.83
1 Week
5,375.19
increased by 33.53
1 Month
6,360.39
increased by 1,018.73
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 | |
|---|---|---|
| 1.2066 | 1.73 | |
| 0.1446 | 0.28 | |
| 0.8554 | 1.65 | |
| -0.0125 | -0.69 |
Estimation Period:
Jun 26, 1997 to Jun 19, 2026
Jun 26, 1997 to Jun 19, 2026
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