Hunt Electronic Co Ltd 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, May 26th, 2026
1 Day
6,087.44
increased by 42.94
1 Week
7,010.26
increased by 965.76
1 Month
6,078.84
increased by 34.34
Analysis last updated: Tuesday, May 26, 2026 at 08:47 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.15 | |
| 0.0164 | 3.74 | |
| 0.8507 | 89.59 | |
| 0.2659 | 9.59 |
Estimation Period:
May 20, 2005 to May 22, 2026
May 20, 2005 to May 22, 2026
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