Zeta Network Group 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 30th, 2026
1 Day
470,660.00
increased by 18,806.90
1 Week
368,972.36
decreased by 82,880.74
1 Month
395,709.64
decreased by 56,143.46
Analysis last updated: Monday, June 29, 2026 at 09:17 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8347 | 0.01 | |
| 0.1935 | 0.01 | |
| 0.8065 | 0.03 | |
| -0.2474 | -0.33 | |
| 0.3919 | 0.15 |
Estimation Period:
Jan 28, 2009 to Jun 26, 2026
Jan 28, 2009 to Jun 26, 2026
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