Azgard Nine 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 Wednesday, April 15th, 2026
1 Day
6,577.69
increased by 1,409.75
1 Week
5,335.80
increased by 167.86
1 Month
5,863.59
increased by 695.65
Analysis last updated: Wednesday, April 15, 2026 at 08:09 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0461 | 10,460,590.00 | |
| 0.2443 | 2,443,190.00 | |
| 0.7557 | 7,556,780.00 | |
| 0.9390 | 9,389,650.00 | |
| -5.4207 | -54,207,100.00 | |
| 10.6003 | 106,003,400.00 | |
| -7.8150 | -78,149,670.00 | |
| 0.5970 | 5,970,410.00 | |
| 1.6630 | 16,630,470.00 | |
| -1.2810 | -12,810,100.00 |
Estimation Period:
Jan 7, 2005 to Apr 10, 2026
Jan 7, 2005 to Apr 10, 2026
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