Alexandria Spinning & Weaving Co 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, June 23rd, 2026
1 Day
6,947.01
increased by 4,267.01
1 Week
3,645.53
increased by 965.53
1 Month
2,923.44
increased by 243.44
Analysis last updated: Tuesday, June 23, 2026 at 06:18 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9989 | 0.01 | |
| 0.1222 | 0.00 | |
| 0.8778 | 0.01 | |
| 1.0896 | 0.00 | |
| -3.6573 | -0.01 | |
| 5.2671 | 0.00 | |
| -7.0789 | 0.00 | |
| 8.2873 | 0.00 | |
| -4.6179 | 0.00 | |
| 2.2723 | 0.00 | |
| -2.9560 | 0.00 | |
| 1.1957 | 0.00 | |
| -0.3003 | -0.02 |
Estimation Period:
Oct 2, 1996 to Jun 17, 2026
Oct 2, 1996 to Jun 17, 2026
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