Jordan Phosphate 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 Sunday, July 5th, 2026
1 Day
4,963.13
increased by 191.01
1 Week
4,837.99
increased by 65.87
1 Month
4,158.40
decreased by 613.72
Analysis last updated: Friday, July 3, 2026 at 08:32 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7764 | 0.01 | |
| 0.1283 | 0.00 | |
| 0.8717 | 0.01 | |
| 0.6801 | 0.00 | |
| -1.8499 | 0.00 | |
| 1.9222 | 0.02 | |
| -0.9892 | -0.16 | |
| -0.9818 | 0.00 | |
| 3.9740 | 0.01 | |
| -4.8807 | -0.01 | |
| 2.9632 | 0.01 | |
| -1.7136 | -0.01 |
Estimation Period:
Jan 20, 1995 to Jul 2, 2026
Jan 20, 1995 to Jul 2, 2026
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