Litu Holdings 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 Monday, June 15th, 2026
1 Day
1,423,465.00
increased by 186,674.00
1 Week
1,311,027.33
increased by 74,236.33
1 Month
1,069,306.10
decreased by 167,484.90
Analysis last updated: Saturday, June 13, 2026 at 08:55 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.00 | |
| 0.0239 | 1.58 | |
| 0.9652 | 397.37 | |
| 0.0217 | 0.40 |
Estimation Period:
Mar 30, 2009 to Jun 12, 2026
Mar 30, 2009 to Jun 12, 2026
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