GMO TECH Holdings Inc 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 Tuesday, June 9th, 2026
1 Day
6,324.38
increased by 4,803.60
1 Week
2,544.30
increased by 1,023.52
1 Month
2,062.14
increased by 541.36
Analysis last updated: Tuesday, June 9, 2026 at 07:36 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.40 | |
| 0.0547 | 5.51 | |
| 0.8894 | 37.93 | |
| 0.1118 | 1.08 |
Estimation Period:
Oct 1, 2025 to Jun 5, 2026
Oct 1, 2025 to Jun 5, 2026
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