Vimedimex Medi Pharma Jsc 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
6,703.14
increased by 5,745.26
1 Week
2,460.96
increased by 1,503.08
1 Month
2,303.45
increased by 1,345.57
Analysis last updated: Tuesday, June 23, 2026 at 08:24 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1871 | 0.03 | |
| 0.1699 | 0.00 | |
| 0.8301 | 0.00 | |
| 3.1617 | 0.01 | |
| -8.3142 | -0.02 | |
| 7.6443 | 0.02 | |
| -2.5194 | -0.03 | |
| -0.2328 | 0.00 | |
| -2.4879 | -0.01 | |
| 4.6801 | 0.29 | |
| 0.4114 | 0.00 | |
| -4.9745 | 0.00 | |
| 4.7997 | 0.01 |
Estimation Period:
Aug 9, 2011 to Jun 19, 2026
Aug 9, 2011 to Jun 19, 2026
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