Nms Holdings Corp 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, June 2nd, 2026
1 Day
3,552.33
increased by 2,689.78
1 Week
1,285.97
increased by 423.42
1 Month
1,189.79
increased by 327.24
Analysis last updated: Tuesday, June 2, 2026 at 07:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.25 | |
| 0.0686 | 17.76 | |
| 0.8018 | 227.19 | |
| 0.2592 | 11.97 |
Estimation Period:
Oct 25, 2007 to May 29, 2026
Oct 25, 2007 to May 29, 2026
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