Vis Co Ltd 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, June 16th, 2026
1 Day
6,208.29
increased by 2,241.66
1 Week
4,239.09
increased by 272.46
1 Month
3,383.77
decreased by 582.86
Analysis last updated: Tuesday, June 16, 2026 at 08:06 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9862 | 0.11 | |
| 0.1285 | 0.01 | |
| 0.8715 | 0.06 | |
| -0.1267 | 0.00 |
Estimation Period:
Mar 25, 2020 to Jun 12, 2026
Mar 25, 2020 to Jun 12, 2026
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