Searefico Corporation 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 Thursday, May 14th, 2026
1 Day
7,339.12
increased by 5,847.86
1 Week
2,973.19
increased by 1,481.93
1 Month
1,270.38
decreased by 220.88
Analysis last updated: Thursday, May 14, 2026 at 09:07 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7871 | 17,871,170.00 | |
| 0.1678 | 1,678,340.00 | |
| 0.8322 | 8,321,630.00 | |
| -1.4076 | -14,075,860.00 | |
| 0.3942 | 3,942,330.00 | |
| 1.6852 | 16,851,560.00 | |
| -2.3914 | -23,913,940.00 | |
| 4.4721 | 44,721,490.00 | |
| -4.4172 | -44,172,290.00 | |
| 1.0667 | 10,667,330.00 | |
| 1.8278 | 18,277,510.00 | |
| -1.3879 | -13,878,800.00 | |
| -0.2876 | -2,875,680.00 |
Estimation Period:
Oct 22, 2009 to May 8, 2026
Oct 22, 2009 to May 8, 2026
Other Searefico Corporation Analyses
Other Spline ILLIQ Analyses on International Equities