Dawn 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 30th, 2026
1 Day
969.43
decreased by 14.29
1 Week
1,138.87
increased by 155.15
1 Month
1,142.82
increased by 159.10
Analysis last updated: Tuesday, June 30, 2026 at 07:11 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6648 | 11.46 | |
| 0.1285 | 23.13 | |
| 0.8132 | 325.55 | |
| 0.1166 | 14.84 |
Estimation Period:
Jun 13, 2002 to Jun 26, 2026
Jun 13, 2002 to Jun 26, 2026
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