Aucfan 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, June 4th, 2026
1 Day
4,300.09
decreased by 689.53
1 Week
5,650.48
increased by 660.86
1 Month
6,779.79
increased by 1,790.17
Analysis last updated: Thursday, June 4, 2026 at 07:27 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4225 | 6.25 | |
| 0.0813 | 21.97 | |
| 0.8615 | 358.07 | |
| 0.1143 | 16.76 |
Estimation Period:
Apr 25, 2013 to May 29, 2026
Apr 25, 2013 to May 29, 2026
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