Iba - Ion Beam Applications 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 30th, 2026
1 Day
37,982.89
decreased by 1,952.02
1 Week
40,811.33
increased by 876.42
1 Month
36,741.93
decreased by 3,192.98
Analysis last updated: Tuesday, June 30, 2026 at 05:50 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9194 | 4.58 | |
| 0.1111 | 0.18 | |
| 0.8889 | 1.47 | |
| -0.0039 | -0.01 |
Estimation Period:
Jun 24, 1998 to Jun 26, 2026
Jun 24, 1998 to Jun 26, 2026
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