Choei Inc 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, May 29th, 2026
1 Day
4,683.27
decreased by 213.51
1 Week
5,058.20
increased by 161.42
1 Month
4,985.17
increased by 88.39
Analysis last updated: Friday, May 29, 2026 at 07:52 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.86 | |
| 0.0438 | 8.90 | |
| 0.9554 | 318.46 | |
| 0.0017 | 0.20 |
Estimation Period:
Dec 24, 2021 to May 22, 2026
Dec 24, 2021 to May 22, 2026
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