Obrascon Huarte Lain SA 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 Tuesday, May 26th, 2026
1 Day
5,628.68
increased by 269.31
1 Week
5,640.70
increased by 281.33
1 Month
4,340.06
decreased by 1,019.31
Analysis last updated: Tuesday, May 26, 2026 at 08:31 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1765 | 2.63 | |
| 0.1172 | 2.10 | |
| 0.8827 | 15.85 | |
| -0.0574 | -1.06 | |
| 0.1250 | 1.12 |
Estimation Period:
May 18, 1993 to May 22, 2026
May 18, 1993 to May 22, 2026
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