Liquidity Transmission Analytics
Global Liquidity Index → Bitcoin: ARIMAX(2,0,0) · 11-Week Transmission Delay
Transmission Scatterplot
GLI Change (Lag 11) vs BTC Log Return
Liquidity Sensitivity
Rolling Multiplier (Ref: 0.0404)
ARIMAX Historical Fit
Actual vs Predicted Weekly Return
Liquidity Regimes
BTC Log Return Distribution by Macro State