Mullion 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 Thursday, July 2nd, 2026
1 Day
4,213.39
decreased by 292.55
1 Week
3,955.59
decreased by 550.35
1 Month
3,911.82
decreased by 594.12
Analysis last updated: Thursday, July 2, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.23 | |
| 0.0865 | 12.96 | |
| 0.8819 | 194.97 | |
| 0.0633 | 5.88 |
Estimation Period:
Sep 13, 2018 to Jun 26, 2026
Sep 13, 2018 to Jun 26, 2026
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