FabricAI Inc 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, May 20th, 2026
1 Day
39,099.14
decreased by 5,310.89
1 Week
45,028.89
increased by 618.86
1 Month
143,644.54
increased by 99,234.51
Analysis last updated: Tuesday, May 19, 2026 at 09:31 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1252 | 11,252,240.00 | |
| 0.2128 | 2,128,040.00 | |
| 0.7872 | 7,871,940.00 | |
| -0.0658 | -658,270.00 | |
| -0.2279 | -2,279,120.00 | |
| 0.7217 | 7,217,120.00 | |
| -0.7295 | -7,295,080.00 |
Estimation Period:
Oct 6, 2003 to May 15, 2026
Oct 6, 2003 to May 15, 2026
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