Warehouses De Pauw CVA Spline ILLIQ Liquidity Analysis
Liquidity prediction for Monday, June 29th, 2026
1 Day
1,002.91
increased by 41.65
1 Week
944.51
decreased by 16.75
1 Month
1,153.95
increased by 192.69
Analysis last updated: Saturday, June 27, 2026 at 08:10 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4380 | 5.25 | |
| 0.0975 | 7.92 | |
| 0.8636 | 37.93 | |
| 0.0043 | 0.20 | |
| 0.0238 | 0.76 | |
| -0.0661 | -3.57 | |
| 0.0767 | 5.32 | |
| -0.0520 | -2.93 |
Estimation Period:
Jun 25, 1999 to Jun 26, 2026
Jun 25, 1999 to Jun 26, 2026
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