Mksystem Corp 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, May 19th, 2026
1 Day
4,070.06
increased by 150.39
1 Week
4,108.05
increased by 188.38
1 Month
4,962.83
increased by 1,043.16
Analysis last updated: Tuesday, May 19, 2026 at 08:30 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7318 | 5.15 | |
| 0.0850 | 17.95 | |
| 0.8707 | 295.04 | |
| 0.0886 | 10.39 |
Estimation Period:
Mar 18, 2015 to May 15, 2026
Mar 18, 2015 to May 15, 2026
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