Visumo 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 Tuesday, March 31st, 2026
1 Day
10,596.38
increased by 4,022.52
1 Week
7,054.55
increased by 480.69
1 Month
4,287.04
decreased by 2,286.82
Analysis last updated: Tuesday, March 31, 2026 at 08:21 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.71 | |
| 0.2142 | 9.45 | |
| 0.7415 | 73.45 | |
| 0.0885 | 2.56 |
Estimation Period:
Dec 26, 2024 to Mar 27, 2026
Dec 26, 2024 to Mar 27, 2026
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