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 Monday, April 20th, 2026
1 Day
3,474.57
increased by 83.38
1 Week
3,450.67
increased by 59.48
1 Month
3,435.52
increased by 44.33
Analysis last updated: Saturday, April 18, 2026 at 11:15 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.85 | |
| 0.1075 | 13.27 | |
| 0.9274 | 338.95 | |
| -0.0696 | -5.66 |
Estimation Period:
Aug 20, 2021 to Apr 17, 2026
Aug 20, 2021 to Apr 17, 2026
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