Dvx 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, April 24th, 2026
1 Day
5,389.36
increased by 1,840.24
1 Week
3,754.18
increased by 205.06
1 Month
4,744.89
increased by 1,195.77
Analysis last updated: Friday, April 24, 2026 at 07:34 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 6.96 | |
| 0.0990 | 23.56 | |
| 0.8763 | 343.39 | |
| 0.0492 | 5.49 |
Estimation Period:
Apr 25, 2007 to Apr 17, 2026
Apr 25, 2007 to Apr 17, 2026
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