SAB Events & Governance NOW 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
15,164,570.00
increased by 177,890.00
1 Week
13,747,580.00
decreased by 1,239,100.00
1 Month
14,095,166.25
decreased by 891,513.75
Analysis last updated: Saturday, June 6, 2026 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0575 | 0.63 | |
| 0.7115 | 0.43 | |
| 0.2884 | 0.17 | |
| -7.1638 | -0.65 | |
| 29.0503 | 1.04 | |
| -34.3815 | -1.10 | |
| 4.9364 | 0.29 | |
| 16.1444 | 2.86 | |
| -12.8002 | -3.23 | |
| -1.8209 | -0.35 | |
| 20.7744 | 2.14 | |
| -30.9892 | -2.41 | |
| 36.4851 | 2.61 |
Estimation Period:
Sep 15, 2016 to Jun 5, 2026
Sep 15, 2016 to Jun 5, 2026
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