Litu Holdings 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 Wednesday, June 3rd, 2026
1 Day
923,875.40
increased by 369,277.60
1 Week
646,317.62
increased by 91,719.82
1 Month
1,029,901.88
increased by 475,304.08
Analysis last updated: Wednesday, June 3, 2026 at 06:44 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 91.5184 | 915,184,400.00 | |
| 0.3289 | 3,288,510.00 | |
| 0.6711 | 6,711,470.00 | |
| -9.4904 | -94,904,250.00 | |
| 15.8077 | 158,076,700.00 | |
| -8.5936 | -85,936,290.00 | |
| 2.4612 | 24,612,310.00 | |
| 0.0348 | 347,900.00 | |
| 0.4986 | 4,985,610.00 | |
| -2.7705 | -27,705,420.00 | |
| 4.7478 | 47,477,640.00 | |
| -5.0976 | -50,975,590.00 | |
| 3.5525 | 35,524,620.00 |
Estimation Period:
Mar 30, 2009 to May 29, 2026
Mar 30, 2009 to May 29, 2026
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