General Oyster 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 Wednesday, April 1st, 2026
1 Day
9,895.96
increased by 7,766.41
1 Week
3,673.32
increased by 1,543.77
1 Month
2,843.85
increased by 714.30
Analysis last updated: Wednesday, April 1, 2026 at 07:24 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.97 | |
| 0.1104 | 15.37 | |
| 0.8724 | 254.79 | |
| 0.0345 | 2.89 |
Estimation Period:
Mar 19, 2015 to Mar 27, 2026
Mar 19, 2015 to Mar 27, 2026
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