Thecoo 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, June 19th, 2026
1 Day
8,506.34
increased by 3,954.04
1 Week
4,863.24
increased by 310.94
1 Month
3,103.85
decreased by 1,448.45
Analysis last updated: Friday, June 19, 2026 at 10:07 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.54 | |
| 0.1398 | 14.55 | |
| 0.8288 | 189.61 | |
| 0.0630 | 3.36 |
Estimation Period:
Dec 22, 2021 to Jun 12, 2026
Dec 22, 2021 to Jun 12, 2026
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