St Bella Group 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, April 13th, 2026
1 Day
6,261.52
decreased by 839.60
1 Week
6,232.36
decreased by 868.76
1 Month
2,907.86
decreased by 4,193.26
Analysis last updated: Saturday, April 11, 2026 at 08:50 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.22 | |
| 0.0807 | 3.82 | |
| 0.8506 | 77.06 | |
| 0.1373 | 3.17 |
Estimation Period:
Jun 26, 2025 to Apr 10, 2026
Jun 26, 2025 to Apr 10, 2026
Other St Bella Group Ltd Analyses
Other Asymmetric ILLIQ Analyses on International Equities