Postprime Inc 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, May 27th, 2026
1 Day
5,382.20
increased by 4,079.62
1 Week
1,837.21
increased by 534.63
1 Month
1,069.38
decreased by 233.20
Analysis last updated: Wednesday, May 27, 2026 at 10:00 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.71 | |
| 0.2031 | 15.76 | |
| 0.6872 | 57.00 | |
| 0.2194 | 6.21 |
Estimation Period:
Jun 20, 2024 to May 22, 2026
Jun 20, 2024 to May 22, 2026
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