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 Tuesday, June 23rd, 2026
1 Day
10,084.78
decreased by 821.88
1 Week
11,697.46
increased by 790.80
1 Month
11,270.70
increased by 364.04
Analysis last updated: Tuesday, June 23, 2026 at 06:50 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7260 | 7,259,940.00 | |
| 0.2370 | 2,370,260.00 | |
| 0.7630 | 7,629,720.00 | |
| 13.6266 | 136,265,800.00 | |
| -46.4873 | -464,872,500.00 | |
| 59.5494 | 595,494,200.00 | |
| -33.4490 | -334,489,900.00 | |
| 5.0955 | 50,955,380.00 | |
| 2.5557 | 25,556,690.00 | |
| 0.8949 | 8,948,980.00 | |
| -4.4131 | -44,131,460.00 | |
| 6.0667 | 60,667,000.00 |
Estimation Period:
Oct 11, 2017 to Jun 19, 2026
Oct 11, 2017 to Jun 19, 2026
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