Genetics Generation Advance 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 Friday, May 22nd, 2026
1 Day
6,062.82
increased by 461.55
1 Week
5,569.14
decreased by 32.13
1 Month
5,235.44
decreased by 365.83
Analysis last updated: Saturday, May 23, 2026 at 04:24 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.39 | |
| 0.0790 | 8.80 | |
| 0.7950 | 42.08 | |
| 0.2521 | 6.42 |
Estimation Period:
Jul 15, 2011 to May 15, 2026
Jul 15, 2011 to May 15, 2026
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