Nulab 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, May 18th, 2026
1 Day
5,167.53
increased by 101.93
1 Week
5,750.49
increased by 684.89
1 Month
7,215.71
increased by 2,150.11
Analysis last updated: Saturday, May 16, 2026 at 10:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9162 | 0.03 | |
| 0.1874 | 0.00 | |
| 0.8126 | 0.00 | |
| 0.0425 | 0.00 |
Estimation Period:
Jun 28, 2022 to May 15, 2026
Jun 28, 2022 to May 15, 2026
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