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 Friday, June 5th, 2026
1 Day
9,181.48
decreased by 2,356.72
1 Week
8,161.82
decreased by 3,376.38
1 Month
8,991.83
decreased by 2,546.37
Analysis last updated: Friday, June 5, 2026 at 07:20 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1978 | 0.00 | |
| 0.2522 | 0.00 | |
| 0.7478 | 0.00 | |
| 16.7797 | 0.00 | |
| -46.9009 | 0.00 | |
| 44.3091 | 0.00 | |
| -14.2574 | 0.00 | |
| -2.9179 | 0.00 | |
| 5.3727 | 0.00 | |
| -2.5088 | 0.00 | |
| 0.8067 | 0.00 | |
| -0.6397 | 0.00 | |
| -0.8796 | 0.00 |
Estimation Period:
Oct 11, 2017 to May 29, 2026
Oct 11, 2017 to May 29, 2026
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