Jde Peet'S Nv 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 Monday, April 13th, 2026
1 Day
4,003.45
increased by 2,140.55
1 Week
1,773.71
decreased by 89.19
1 Month
882.79
decreased by 980.11
Analysis last updated: Sunday, April 12, 2026 at 02:09 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.17 | |
| 0.1133 | 14.27 | |
| 0.8904 | 134.89 | |
| -0.0075 | -0.57 |
Estimation Period:
Oct 5, 2020 to Apr 10, 2026
Oct 5, 2020 to Apr 10, 2026
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