Ekitan & 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 Friday, June 12th, 2026
1 Day
4,032.44
decreased by 619.69
1 Week
4,821.94
increased by 169.81
1 Month
4,702.11
increased by 49.98
Analysis last updated: Friday, June 12, 2026 at 08:39 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.76 | |
| 0.0859 | 14.36 | |
| 0.8657 | 198.56 | |
| 0.0968 | 8.48 |
Estimation Period:
Mar 3, 2011 to Jun 5, 2026
Mar 3, 2011 to Jun 5, 2026
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