Datagroup Se 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
1,139,751.00
increased by 49,894.00
1 Week
1,055,997.84
decreased by 33,859.16
1 Month
1,162,621.84
increased by 72,764.84
Analysis last updated: Wednesday, June 17, 2026 at 07:42 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 47.5733 | 0.00 | |
| 0.3719 | 0.00 | |
| 0.6281 | 0.00 | |
| -3.0186 | -0.04 | |
| 4.8461 | 0.03 | |
| -3.0849 | -0.02 | |
| 2.1293 | 0.03 | |
| -2.1118 | -0.02 | |
| 2.5370 | 0.02 | |
| -1.7929 | -0.05 | |
| 0.9961 | 0.01 | |
| -1.6206 | -0.09 | |
| 3.8834 | 0.02 |
Estimation Period:
Sep 14, 2006 to Jun 12, 2026
Sep 14, 2006 to Jun 12, 2026
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