Xnet 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 Tuesday, March 31st, 2026
1 Day
7,751.61
increased by 2,026.06
1 Week
6,246.93
increased by 521.38
1 Month
5,060.50
decreased by 665.05
Analysis last updated: Tuesday, March 31, 2026 at 08:29 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8229 | 0.32 | |
| 0.1322 | 0.04 | |
| 0.8678 | 0.27 | |
| -0.0911 | -0.25 | |
| 0.1403 | 0.24 |
Estimation Period:
Jun 16, 2000 to Mar 27, 2026
Jun 16, 2000 to Mar 27, 2026
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