Sadhana Nitro 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, May 4th, 2026
1 Day
3,884.31
decreased by 445.29
1 Week
4,007.39
decreased by 322.21
1 Month
8,531.28
increased by 4,201.68
Analysis last updated: Friday, May 1, 2026 at 10:28 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8788 | 0.02 | |
| 0.2314 | 0.00 | |
| 0.7686 | 0.01 | |
| -1.5515 | -0.02 | |
| 1.4250 | 0.01 | |
| 1.2982 | 0.04 | |
| -1.8224 | -0.54 | |
| 0.2296 | 0.01 | |
| -0.0582 | 0.00 | |
| 2.1930 | 0.01 | |
| -2.6123 | -0.01 |
Estimation Period:
Jun 30, 1997 to Apr 30, 2026
Jun 30, 1997 to Apr 30, 2026
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