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 Monday, June 15th, 2026
1 Day
2,359,174.00
increased by 997,387.00
1 Week
1,826,227.00
increased by 464,440.00
1 Month
1,154,469.91
decreased by 207,317.09
Analysis last updated: Saturday, June 13, 2026 at 08:56 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 91.7965 | 0.00 | |
| 0.2649 | 0.00 | |
| 0.7351 | 0.00 | |
| -8.0197 | 0.00 | |
| 13.5587 | 0.00 | |
| -7.4224 | 0.00 | |
| 1.9119 | 0.00 | |
| 0.3034 | 0.00 | |
| 0.3120 | 0.00 | |
| -2.5940 | 0.00 | |
| 4.5730 | 0.00 | |
| -5.1505 | 0.00 | |
| 3.3964 | 0.00 |
Estimation Period:
Mar 30, 2009 to Jun 12, 2026
Mar 30, 2009 to Jun 12, 2026
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