V-Cube Inc 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 Friday, June 26th, 2026
1 Day
8,279.08
increased by 3,090.54
1 Week
6,241.04
increased by 1,052.50
1 Month
3,309.19
decreased by 1,879.35
Analysis last updated: Friday, June 26, 2026 at 09:13 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9358 | 2.14 | |
| 0.1435 | 0.04 | |
| 0.8565 | 0.26 | |
| 0.0306 | 0.01 |
Estimation Period:
Dec 10, 2013 to Jun 19, 2026
Dec 10, 2013 to Jun 19, 2026
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