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 Monday, May 18th, 2026
1 Day
1,119,762.00
decreased by 208,783.00
1 Week
1,388,964.40
increased by 60,419.40
1 Month
1,327,785.31
decreased by 759.69
Analysis last updated: Friday, May 15, 2026 at 09:28 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8525 | 0.01 | |
| 0.1908 | 0.00 | |
| 0.8092 | 0.01 | |
| -0.2531 | -1.02 | |
| 0.4010 | 0.72 |
Estimation Period:
Jan 28, 2009 to May 15, 2026
Jan 28, 2009 to May 15, 2026
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