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Carlos Casado Sa 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, June 17th, 2026

1 Day

8,160.34

increased by 2,907.29

1 Week

5,975.07

increased by 722.02

1 Month

6,575.05

increased by 1,322.00

Analysis last updated: Wednesday, June 17, 2026 at 05:50 PM UTC

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graph of Carlos Casado Sa ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time