Bbreak Systems 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, April 20th, 2026
1 Day
3,372.95
increased by 628.99
1 Week
2,712.20
decreased by 31.76
1 Month
2,787.19
increased by 43.23
Analysis last updated: Saturday, April 18, 2026 at 10:21 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.37 | |
| 0.0591 | 10.64 | |
| 0.9081 | 365.88 | |
| 0.0656 | 6.68 |
Estimation Period:
Jun 16, 2017 to Apr 17, 2026
Jun 16, 2017 to Apr 17, 2026
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