Uniform Industrial 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 Thursday, July 2nd, 2026
1 Day
4,076.39
decreased by 318.78
1 Week
4,118.92
decreased by 276.25
1 Month
3,724.89
decreased by 670.28
Analysis last updated: Thursday, July 2, 2026 at 07:48 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5746 | 6.52 | |
| 0.0786 | 22.77 | |
| 0.8394 | 389.53 | |
| 0.1639 | 27.24 |
Estimation Period:
Feb 15, 2002 to Jun 26, 2026
Feb 15, 2002 to Jun 26, 2026
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