TAT Technologies 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 Monday, June 22nd, 2026
1 Day
5,168.92
decreased by 19.84
1 Week
5,059.67
decreased by 129.09
1 Month
4,566.91
decreased by 621.85
Analysis last updated: Thursday, June 18, 2026 at 09:29 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4597 | 0.05 | |
| 0.1070 | 0.01 | |
| 0.8930 | 0.11 | |
| -0.1757 | -0.04 | |
| 0.0504 | 0.01 | |
| 0.3570 | 0.06 | |
| -0.4166 | -0.08 | |
| 0.1992 | 0.14 |
Estimation Period:
Sep 30, 1991 to Jun 18, 2026
Sep 30, 1991 to Jun 18, 2026
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