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, June 22nd, 2026
1 Day
7,839.24
decreased by 1,225.07
1 Week
9,906.48
increased by 842.17
1 Month
6,748.70
decreased by 2,315.61
Analysis last updated: Sunday, June 21, 2026 at 01:02 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0024 | 0.01 | |
| 0.2314 | 0.00 | |
| 0.7686 | 0.01 | |
| -1.3996 | -0.06 | |
| 1.9400 | 0.07 | |
| -0.4382 | -0.06 | |
| -0.4330 | -0.02 | |
| -0.4290 | -0.02 | |
| 2.3275 | 0.09 | |
| -2.3049 | -0.05 |
Estimation Period:
Jun 30, 1997 to Jun 19, 2026
Jun 30, 1997 to Jun 19, 2026
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