Covivio 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 Monday, June 29th, 2026
1 Day
1,433.79
increased by 27.08
1 Week
1,399.17
decreased by 7.54
1 Month
1,550.02
increased by 143.31
Analysis last updated: Saturday, June 27, 2026 at 09:55 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2904 | 3.71 | |
| 0.0634 | 4.25 | |
| 0.9366 | 62.88 | |
| -0.0008 | -0.06 |
Estimation Period:
Mar 8, 1995 to Jun 26, 2026
Mar 8, 1995 to Jun 26, 2026
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