Accrete 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 Monday, June 29th, 2026
1 Day
9,585.14
increased by 7,776.67
1 Week
3,353.47
increased by 1,545.00
1 Month
1,548.47
decreased by 260.00
Analysis last updated: Saturday, June 27, 2026 at 11:57 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7469 | 0.10 | |
| 0.3022 | 0.00 | |
| 0.6978 | 0.00 | |
| -0.9408 | 0.00 | |
| 4.6435 | 0.01 | |
| -9.1041 | 0.00 | |
| 12.4791 | 0.00 |
Estimation Period:
Jul 26, 2018 to Jun 26, 2026
Jul 26, 2018 to Jun 26, 2026
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