Delsole 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 Wednesday, June 10th, 2026
1 Day
6,972.66
increased by 647.08
1 Week
6,951.33
increased by 625.75
1 Month
9,968.89
increased by 3,643.31
Analysis last updated: Wednesday, June 10, 2026 at 07:41 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.80 | |
| 0.0604 | 19.12 | |
| 0.9250 | 459.53 | |
| 0.0291 | 6.59 |
Estimation Period:
Aug 9, 1994 to Jun 5, 2026
Aug 9, 1994 to Jun 5, 2026
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