Asmo 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 Friday, June 12th, 2026
1 Day
4,792.37
increased by 675.29
1 Week
4,467.00
increased by 349.92
1 Month
4,723.71
increased by 606.63
Analysis last updated: Friday, June 12, 2026 at 08:58 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.34 | |
| 0.0578 | 17.27 | |
| 0.9072 | 472.24 | |
| 0.0701 | 13.59 |
Estimation Period:
Mar 26, 2001 to Jun 5, 2026
Mar 26, 2001 to Jun 5, 2026
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