Cns 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 20th, 2026
1 Day
5,757.71
increased by 1,982.71
1 Week
4,277.40
increased by 502.40
1 Month
3,695.06
decreased by 79.94
Analysis last updated: Wednesday, May 20, 2026 at 07:28 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.87 | |
| 0.1055 | 13.36 | |
| 0.9283 | 344.69 | |
| -0.0676 | -5.60 |
Estimation Period:
Aug 20, 2021 to May 15, 2026
Aug 20, 2021 to May 15, 2026
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