Warehouses De Pauw CVA Spline ILLIQ Liquidity Analysis
Liquidity prediction for Thursday, June 4th, 2026
1 Day
1,477.76
increased by 110.82
1 Week
1,382.62
increased by 15.68
1 Month
1,439.10
increased by 72.16
Analysis last updated: Thursday, June 4, 2026 at 05:54 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8227 | 6.22 | |
| 0.0982 | 8.24 | |
| 0.8627 | 39.23 | |
| 0.0220 | 3.49 | |
| -0.0339 | -3.79 | |
| 0.0360 | 5.82 |
Estimation Period:
Jun 25, 1999 to May 29, 2026
Jun 25, 1999 to May 29, 2026
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