Stakk Ltd 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 Friday, June 26th, 2026
1 Day
106,024.60
decreased by 20,258.60
1 Week
125,855.48
decreased by 427.72
1 Month
366,953.04
increased by 240,669.84
Analysis last updated: Friday, June 26, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3709 | 0.00 | |
| 0.1607 | 0.00 | |
| 0.8393 | 0.00 | |
| -4.6695 | 0.00 | |
| 8.4714 | 0.00 | |
| -10.4503 | 0.00 | |
| 9.9586 | 0.00 | |
| 3.5218 | 0.00 | |
| -16.7794 | 0.00 | |
| 16.5751 | 0.00 | |
| -7.7945 | 0.00 | |
| -1.3267 | 0.00 | |
| -1.0143 | 0.00 |
Estimation Period:
Jun 15, 2004 to Jun 19, 2026
Jun 15, 2004 to Jun 19, 2026
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