Asmo Corp 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
5,134.24
decreased by 263.24
1 Week
5,099.35
decreased by 298.13
1 Month
5,620.26
increased by 222.78
Analysis last updated: Saturday, June 13, 2026 at 10:38 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1030 | 0.10 | |
| 0.1283 | 0.00 | |
| 0.8717 | 0.02 | |
| 0.0331 | 0.00 | |
| -1.0587 | 0.00 | |
| 2.2633 | 0.00 | |
| -2.3169 | 0.00 | |
| 2.0238 | 0.01 | |
| -2.3524 | -0.01 | |
| 3.3145 | 0.01 | |
| -3.3097 | -0.01 | |
| 2.0732 | 0.01 |
Estimation Period:
Mar 26, 2001 to Jun 12, 2026
Mar 26, 2001 to Jun 12, 2026
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