Xspray Pharma Ab 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
10,128.08
increased by 3,565.29
1 Week
7,568.04
increased by 1,005.25
1 Month
6,575.35
increased by 12.56
Analysis last updated: Wednesday, June 24, 2026 at 07:58 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8132 | 4.01 | |
| 0.1222 | 0.03 | |
| 0.8778 | 0.18 | |
| -0.2267 | -0.02 |
Estimation Period:
Sep 28, 2017 to Jun 12, 2026
Sep 28, 2017 to Jun 12, 2026
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