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 Thursday, April 2nd, 2026
1 Day
10,614.21
increased by 8,882.82
1 Week
3,584.30
increased by 1,852.91
1 Month
2,014.71
increased by 283.32
Analysis last updated: Thursday, April 2, 2026 at 07:24 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9110 | 3.95 | |
| 0.1412 | 0.07 | |
| 0.8588 | 0.40 | |
| 0.0179 | 0.01 |
Estimation Period:
Dec 10, 2013 to Mar 27, 2026
Dec 10, 2013 to Mar 27, 2026
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