Longvie 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 8th, 2026
1 Day
6,657.15
increased by 3,804.69
1 Week
4,074.01
increased by 1,221.55
1 Month
3,965.70
increased by 1,113.24
Analysis last updated: Saturday, June 6, 2026 at 06:06 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2593 | 0.00 | |
| 0.1526 | 0.00 | |
| 0.8474 | 0.00 | |
| 1.3513 | 0.00 | |
| -3.5239 | 0.00 | |
| 3.3949 | 0.01 | |
| -1.7321 | -0.01 | |
| 0.6710 | 0.00 | |
| 0.4313 | 0.00 | |
| -4.4961 | 0.00 | |
| 7.9000 | 0.00 | |
| -4.6964 | 0.00 |
Estimation Period:
Dec 4, 1995 to Jun 5, 2026
Dec 4, 1995 to Jun 5, 2026
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