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, June 15th, 2026
1 Day
5,579.70
decreased by 814.64
1 Week
6,371.46
decreased by 22.88
1 Month
7,339.24
increased by 944.90
Analysis last updated: Saturday, June 13, 2026 at 10:48 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6974 | 5.01 | |
| 0.0815 | 17.70 | |
| 0.8722 | 302.63 | |
| 0.0926 | 10.73 |
Estimation Period:
Mar 18, 2015 to Jun 12, 2026
Mar 18, 2015 to Jun 12, 2026
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