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 Wednesday, June 3rd, 2026
1 Day
814,009.80
increased by 1,658.30
1 Week
832,421.32
increased by 20,069.82
1 Month
1,008,319.14
increased by 195,967.64
Analysis last updated: Wednesday, June 3, 2026 at 06:44 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 | |
| 0.0240 | 1.58 | |
| 0.9650 | 391.17 | |
| 0.0219 | 0.40 |
Estimation Period:
Mar 30, 2009 to May 29, 2026
Mar 30, 2009 to May 29, 2026
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