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 Friday, June 26th, 2026
1 Day
101.14
decreased by 15.22
1 Week
136.49
increased by 20.13
1 Month
843.03
increased by 726.67
Analysis last updated: Friday, June 26, 2026 at 09:18 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.11 | |
| 0.0596 | 17.20 | |
| 0.8051 | 232.21 | |
| 0.2706 | 12.77 |
Estimation Period:
Oct 25, 2007 to Jun 19, 2026
Oct 25, 2007 to Jun 19, 2026
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