LAMDA Development SA 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 Monday, June 29th, 2026
1 Day
6,654.26
increased by 1,008.90
1 Week
5,534.21
decreased by 111.15
1 Month
5,090.50
decreased by 554.86
Analysis last updated: Saturday, June 27, 2026 at 10:20 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9350 | 0.05 | |
| 0.1383 | 0.01 | |
| 0.8617 | 0.07 | |
| -0.0148 | 0.00 | |
| 0.1747 | 0.03 | |
| -0.4001 | -0.01 | |
| 0.3187 | 1.86 | |
| -0.0702 | -0.74 |
Estimation Period:
Nov 1, 1995 to Jun 26, 2026
Nov 1, 1995 to Jun 26, 2026
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