Pixta 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 Monday, April 13th, 2026
1 Day
2,746.10
decreased by 277.02
1 Week
3,195.31
increased by 172.19
1 Month
4,781.21
increased by 1,758.09
Analysis last updated: Saturday, April 11, 2026 at 11:06 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.50 | |
| 0.0969 | 22.50 | |
| 0.8760 | 251.15 | |
| 0.0543 | 5.17 |
Estimation Period:
Sep 14, 2015 to Apr 10, 2026
Sep 14, 2015 to Apr 10, 2026
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