D P Wires Ltd 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, April 29th, 2026
1 Day
3,604.62
decreased by 389.19
1 Week
4,649.18
increased by 655.37
1 Month
8,272.79
increased by 4,278.98
Analysis last updated: Wednesday, April 29, 2026 at 07:33 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2777 | 0.00 | |
| 0.2383 | 0.00 | |
| 0.7617 | 0.00 | |
| 14.1933 | 0.00 | |
| -46.6701 | 0.00 | |
| 55.5375 | 0.00 | |
| -25.6217 | 0.00 | |
| -1.1235 | 0.00 | |
| 5.5298 | 0.25 | |
| -1.9524 | 0.00 | |
| 0.9055 | 0.00 | |
| -3.1030 | 0.00 |
Estimation Period:
Oct 11, 2017 to Apr 24, 2026
Oct 11, 2017 to Apr 24, 2026
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