Univance 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 Friday, June 19th, 2026
1 Day
6,344.27
increased by 2,799.91
1 Week
3,053.35
decreased by 491.01
1 Month
1,840.60
decreased by 1,703.76
Analysis last updated: Friday, June 19, 2026 at 10:11 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9269 | 0.16 | |
| 0.1306 | 0.02 | |
| 0.8694 | 0.15 | |
| -0.3211 | -0.08 | |
| 0.3948 | 0.08 | |
| -0.1314 | -0.08 | |
| 0.0735 | 0.09 | |
| 0.0252 | 0.24 |
Estimation Period:
Oct 2, 1992 to Jun 12, 2026
Oct 2, 1992 to Jun 12, 2026
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