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 Monday, May 25th, 2026
1 Day
11,127.41
decreased by 156.68
1 Week
12,268.82
increased by 984.73
1 Month
9,280.87
decreased by 2,003.22
Analysis last updated: Saturday, May 23, 2026 at 09:25 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1989 | 0.00 | |
| 0.2563 | 0.00 | |
| 0.7437 | 0.00 | |
| 16.8871 | 0.00 | |
| -47.2839 | 0.00 | |
| 44.9933 | 0.00 | |
| -15.6172 | 0.00 | |
| -2.4204 | 0.00 | |
| 8.6439 | 0.00 | |
| -6.5290 | 0.00 | |
| 1.0297 | 0.00 | |
| 0.4344 | 0.00 | |
| 1.4243 | 0.00 |
Estimation Period:
Oct 11, 2017 to May 22, 2026
Oct 11, 2017 to May 22, 2026
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