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 Monday, March 30th, 2026
1 Day
6,245.14
increased by 523.61
1 Week
5,775.51
increased by 53.98
1 Month
4,812.46
decreased by 909.07
Analysis last updated: Friday, March 27, 2026 at 11:07 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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