Reward Wool 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, April 28th, 2026
1 Day
4,395.65
decreased by 459.95
1 Week
3,351.15
decreased by 1,504.45
1 Month
2,758.41
decreased by 2,097.19
Analysis last updated: Tuesday, April 28, 2026 at 08:42 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9276 | 5.61 | |
| 0.0556 | 22.11 | |
| 0.8892 | 342.00 | |
| 0.1104 | 20.29 |
Estimation Period:
May 23, 1994 to Apr 24, 2026
May 23, 1994 to Apr 24, 2026
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