Wim Plast 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, April 27th, 2026
1 Day
10,327.08
increased by 901.58
1 Week
8,893.96
decreased by 531.54
1 Month
9,233.32
decreased by 192.18
Analysis last updated: Saturday, April 25, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4797 | 0.00 | |
| 0.2169 | 0.00 | |
| 0.7831 | 0.00 | |
| 3.1319 | 0.00 | |
| -10.6563 | 0.00 | |
| 14.8764 | 0.00 | |
| -10.8685 | 0.00 | |
| 4.6059 | 0.00 | |
| -1.8748 | -0.09 | |
| 0.9235 | 0.00 | |
| 0.0339 | 0.00 | |
| -0.2435 | 0.00 | |
| 0.4186 | 0.00 |
Estimation Period:
Oct 6, 2009 to Apr 24, 2026
Oct 6, 2009 to Apr 24, 2026
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