Vertikal Group Zartkoruen 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 Wednesday, June 24th, 2026
1 Day
17,691.50
increased by 12,768.07
1 Week
5,025.31
increased by 101.88
1 Month
3,269.15
decreased by 1,654.28
Analysis last updated: Wednesday, June 24, 2026 at 06:45 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2001 | 0.00 | |
| 0.6312 | 0.00 | |
| 0.3688 | 0.00 | |
| -176.0727 | 0.00 | |
| 190.0216 | 0.00 | |
| -25.4696 | 0.00 | |
| 34.4420 | 0.01 | |
| -49.5494 | -0.02 | |
| 36.0850 | 0.01 | |
| 47.0924 | 0.00 | |
| -221.9979 | -0.01 |
Estimation Period:
Nov 20, 2023 to Jun 19, 2026
Nov 20, 2023 to Jun 19, 2026
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