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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 46.5721 | 465,720,700.00 | |
| 0.0842 | 841,680.00 | |
| 0.9158 | 9,158,290.00 | |
| -0.6463 | -6,463,010.00 | |
| 1.7778 | 17,778,480.00 | |
| -2.0724 | -20,723,780.00 | |
| 1.3960 | 13,959,810.00 | |
| -1.4219 | -14,218,620.00 | |
| 2.5449 | 25,449,310.00 | |
| -2.2075 | -22,074,530.00 | |
| -0.3291 | -3,290,630.00 | |
| 2.3029 | 23,028,550.00 | |
| -1.8902 | -18,902,030.00 |
Estimation Period:
Jul 29, 1994 to Jun 12, 2026
Jul 29, 1994 to Jun 12, 2026
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