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 Tuesday, June 9th, 2026
1 Day
5,539.39
decreased by 230.58
1 Week
5,674.53
decreased by 95.44
1 Month
5,558.10
decreased by 211.87
Analysis last updated: Tuesday, June 9, 2026 at 07:43 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.55 | |
| 0.0973 | 22.62 | |
| 0.8773 | 257.81 | |
| 0.0507 | 4.93 |
Estimation Period:
Sep 14, 2015 to Jun 5, 2026
Sep 14, 2015 to Jun 5, 2026
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