Liquidity Transmission Analytics
Global Liquidity → Bitcoin: ARIMAX(2,0,0) · 11-Week Transmission Delay
Transmission Scatterplot
GL Change (Lag 11) vs BTC Return
Liquidity Sensitivity
Rolling Multiplier (Reference Baseline: 0.0404)
ARIMAX Historical Fit
Actual Return vs Liquidity Model Prediction
Liquidity Regimes
BTC Return Distribution by Central Bank Injection State