M - Mart 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 Wednesday, May 27th, 2026
1 Day
3,267.74
decreased by 527.71
1 Week
3,814.85
increased by 19.40
1 Month
5,142.79
increased by 1,347.34
Analysis last updated: Wednesday, May 27, 2026 at 09:52 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.54 | |
| 0.0783 | 11.15 | |
| 0.8596 | 275.35 | |
| 0.1241 | 9.36 |
Estimation Period:
Feb 23, 2018 to May 22, 2026
Feb 23, 2018 to May 22, 2026
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