Aqualis ASA 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 23rd, 2026
1 Day
22,648.07
decreased by 2,472.94
1 Week
26,399.08
increased by 1,278.07
1 Month
23,893.89
decreased by 1,227.12
Analysis last updated: Tuesday, June 23, 2026 at 07:45 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 34.2699 | 0.00 | |
| 0.3166 | 0.00 | |
| 0.6834 | 0.00 | |
| -6.1630 | 0.00 | |
| 10.4491 | 0.00 | |
| -8.4048 | 0.00 | |
| 9.2627 | 0.00 | |
| -17.5518 | 0.00 | |
| 28.8997 | 0.00 | |
| -26.7440 | -0.01 | |
| 14.5764 | 0.00 | |
| -6.5661 | 0.00 | |
| 3.8259 | 0.00 |
Estimation Period:
Aug 13, 2014 to Jun 19, 2026
Aug 13, 2014 to Jun 19, 2026
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