Showcase 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 Friday, May 15th, 2026
1 Day
9,321.05
increased by 3,735.87
1 Week
6,496.61
increased by 911.43
1 Month
6,745.22
increased by 1,160.04
Analysis last updated: Friday, May 15, 2026 at 07:34 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1427 | 6.20 | |
| 0.0983 | 21.15 | |
| 0.8337 | 303.29 | |
| 0.1360 | 18.01 |
Estimation Period:
Mar 19, 2015 to May 8, 2026
Mar 19, 2015 to May 8, 2026
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