G-Next 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 Friday, May 22nd, 2026
1 Day
8,727.27
increased by 5,632.85
1 Week
4,813.99
increased by 1,719.57
1 Month
3,305.98
increased by 211.56
Analysis last updated: Saturday, May 23, 2026 at 03:08 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.99 | |
| 0.1425 | 17.57 | |
| 0.7837 | 202.04 | |
| 0.1475 | 7.21 |
Estimation Period:
Mar 25, 2021 to May 15, 2026
Mar 25, 2021 to May 15, 2026
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