Gacm Technologies 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 9th, 2026
1 Day
6,870.02
decreased by 1,958.47
1 Week
7,064.83
decreased by 1,763.66
1 Month
6,793.14
decreased by 2,035.35
Analysis last updated: Tuesday, June 9, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7344 | 0.02 | |
| 0.2936 | 0.00 | |
| 0.7064 | 0.00 | |
| -3.0995 | -0.01 | |
| 4.3416 | 0.01 | |
| -0.7706 | 0.00 | |
| -2.1101 | -0.01 | |
| 3.0629 | 0.03 |
Estimation Period:
Dec 26, 2011 to Jun 5, 2026
Dec 26, 2011 to Jun 5, 2026
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