ZO Future Group 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, April 1st, 2026
1 Day
4,556.17
decreased by 364.58
1 Week
5,346.98
increased by 426.23
1 Month
4,261.08
decreased by 659.67
Analysis last updated: Wednesday, April 1, 2026 at 06:59 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.06 | |
| 0.0000 | 0.00 | |
| 0.9249 | 254.02 | |
| 0.1502 | 4.69 |
Estimation Period:
Jan 5, 2007 to Mar 27, 2026
Jan 5, 2007 to Mar 27, 2026
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