Carnival Textile Industrial 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, May 25th, 2026
1 Day
7,320.99
increased by 83.96
1 Week
7,637.34
increased by 400.31
1 Month
6,424.55
decreased by 812.48
Analysis last updated: Sunday, May 24, 2026 at 01:21 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.49 | |
| 0.0838 | 14.92 | |
| 0.8094 | 163.16 | |
| 0.2136 | 8.02 |
Estimation Period:
May 23, 1994 to May 22, 2026
May 23, 1994 to May 22, 2026
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