PennantPark Investment Corp 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, March 31st, 2026
1 Day
5,693.35
decreased by 511.62
1 Week
5,776.50
decreased by 428.47
1 Month
4,831.28
decreased by 1,373.69
Analysis last updated: Monday, March 30, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8910 | 8,909,700.00 | |
| 0.1160 | 1,160,110.00 | |
| 0.8840 | 8,839,890.00 | |
| 0.0277 | 277,080.00 |
Estimation Period:
Apr 19, 2007 to Mar 27, 2026
Apr 19, 2007 to Mar 27, 2026
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