Brass 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 23rd, 2026
1 Day
6,157.81
decreased by 629.79
1 Week
6,758.87
decreased by 28.73
1 Month
4,461.19
decreased by 2,326.41
Analysis last updated: Tuesday, June 23, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.58 | |
| 0.1224 | 24.65 | |
| 0.8357 | 203.57 | |
| 0.0839 | 7.60 |
Estimation Period:
Mar 9, 2016 to Jun 19, 2026
Mar 9, 2016 to Jun 19, 2026
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