Wim Plast 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 Tuesday, June 9th, 2026
1 Day
3,800.57
decreased by 934.79
1 Week
5,357.75
increased by 622.39
1 Month
6,952.41
increased by 2,217.05
Analysis last updated: Tuesday, June 9, 2026 at 07:31 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5618 | 0.00 | |
| 0.2194 | 0.00 | |
| 0.7806 | 0.00 | |
| 3.0871 | 0.00 | |
| -10.7548 | 0.00 | |
| 15.4490 | 0.00 | |
| -11.5789 | 0.00 | |
| 4.9514 | 0.00 | |
| -1.9831 | -0.02 | |
| 1.0314 | 0.00 | |
| -0.1031 | 0.00 | |
| -0.0844 | 0.00 | |
| 0.2139 | 0.00 |
Estimation Period:
Oct 6, 2009 to Jun 5, 2026
Oct 6, 2009 to Jun 5, 2026
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