Bbreak Systems 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, April 20th, 2026
1 Day
5,330.43
increased by 2,040.87
1 Week
3,629.23
increased by 339.67
1 Month
3,561.60
increased by 272.04
Analysis last updated: Saturday, April 18, 2026 at 10:22 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8866 | 0.66 | |
| 0.1652 | 0.02 | |
| 0.8348 | 0.09 | |
| -0.2341 | -0.41 |
Estimation Period:
Jun 16, 2017 to Apr 17, 2026
Jun 16, 2017 to Apr 17, 2026
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