Zalaris Asa 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, May 12th, 2026
1 Day
7,114.26
increased by 3,988.12
1 Week
4,849.28
increased by 1,723.14
1 Month
1,834.98
decreased by 1,291.16
Analysis last updated: Tuesday, May 12, 2026 at 08:02 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1150 | 0.00 | |
| 0.2635 | 0.00 | |
| 0.7365 | 0.00 | |
| 4.9321 | 0.00 | |
| -11.2906 | 0.00 | |
| 9.1252 | 0.01 | |
| -5.0848 | -0.01 | |
| 3.3948 | 0.00 | |
| -12.7367 | 0.00 | |
| 37.0452 | 0.00 | |
| -41.8316 | 0.00 | |
| 18.9614 | 0.00 | |
| -4.3004 | 0.00 |
Estimation Period:
Jun 20, 2014 to May 8, 2026
Jun 20, 2014 to May 8, 2026
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