United Recommend Internation 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 9th, 2026
1 Day
9,841.61
increased by 6,426.10
1 Week
4,369.09
increased by 953.58
1 Month
3,653.64
increased by 238.13
Analysis last updated: Tuesday, June 9, 2026 at 08:04 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4068 | 0.00 | |
| 0.2179 | 0.00 | |
| 0.7820 | 0.00 | |
| 0.7179 | 0.00 | |
| -1.7363 | 0.00 | |
| 1.2131 | 0.02 | |
| -0.1570 | 0.00 | |
| -0.0493 | 0.00 | |
| 0.1102 | 0.00 |
Estimation Period:
Jul 30, 2007 to Jun 5, 2026
Jul 30, 2007 to Jun 5, 2026
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