Daewon Sanup Co Ltd Asymmetric 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
129.87
increased by 15.39
1 Week
131.01
increased by 16.53
1 Month
141.32
increased by 26.84
Analysis last updated: Tuesday, June 30, 2026 at 07:41 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1523 | 4.61 | |
| 0.1336 | 12.50 | |
| 0.8647 | 132.79 | |
| 0.0033 | 0.14 |
Estimation Period:
Oct 16, 2007 to Jun 26, 2026
Oct 16, 2007 to Jun 26, 2026
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