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 Monday, July 6th, 2026
1 Day
8,611.76
increased by 744.37
1 Week
7,459.46
decreased by 407.93
1 Month
6,826.37
decreased by 1,041.02
Analysis last updated: Saturday, July 4, 2026 at 11:08 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6980 | 5.02 | |
| 0.0816 | 17.79 | |
| 0.8725 | 303.81 | |
| 0.0917 | 10.68 |
Estimation Period:
Mar 18, 2015 to Jul 3, 2026
Mar 18, 2015 to Jul 3, 2026
Other Mksystem Corp Analyses
Other Asymmetric ILLIQ Analyses on International Equities