Mit Holdings Co Ltd 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 Wednesday, May 13th, 2026
1 Day
5,383.02
increased by 215.50
1 Week
5,375.93
increased by 208.41
1 Month
3,799.02
decreased by 1,368.50
Analysis last updated: Wednesday, May 13, 2026 at 08:03 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.28 | |
| 0.0841 | 13.24 | |
| 0.8774 | 211.63 | |
| 0.0770 | 8.57 |
Estimation Period:
Nov 26, 2020 to May 8, 2026
Nov 26, 2020 to May 8, 2026
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