BTB Korea Co Ltd 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, June 29th, 2026
1 Day
939.10
increased by 278.66
1 Week
799.77
increased by 139.33
1 Month
708.05
increased by 47.61
Analysis last updated: Sunday, June 28, 2026 at 01:01 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1087 | 2.21 | |
| 0.1086 | 9.96 | |
| 0.8776 | 298.41 | |
| 0.0275 | 1.57 |
Estimation Period:
Apr 5, 2017 to Jun 26, 2026
Apr 5, 2017 to Jun 26, 2026
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