Palash Securities Ltd 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 Wednesday, May 6th, 2026
1 Day
110,053.30
increased by 26.50
1 Week
112,307.15
increased by 2,280.35
1 Month
156,821.74
increased by 46,794.94
Analysis last updated: Wednesday, May 6, 2026 at 07:33 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7390 | 0.00 | |
| 0.3282 | 0.00 | |
| 0.6718 | 0.00 | |
| 0.6186 | 0.00 | |
| -4.8260 | -0.01 | |
| 7.8168 | 0.01 | |
| -19.7468 | -0.01 | |
| 41.4165 | 0.01 | |
| -39.5781 | 0.00 | |
| 17.4040 | 0.00 | |
| -2.4935 | 0.00 | |
| -0.6603 | 0.00 |
Estimation Period:
Jul 28, 2017 to Apr 30, 2026
Jul 28, 2017 to Apr 30, 2026
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