Bairong 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 Friday, June 26th, 2026
1 Day
6,832.36
decreased by 1,018.25
1 Week
5,567.01
decreased by 2,283.60
1 Month
3,798.74
decreased by 4,051.87
Analysis last updated: Friday, June 26, 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 | |
|---|---|---|
| 0.8131 | 5.94 | |
| 0.1732 | 1.01 | |
| 0.8268 | 4.81 | |
| -0.4257 | -0.43 |
Estimation Period:
Mar 31, 2021 to Jun 18, 2026
Mar 31, 2021 to Jun 18, 2026
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