Bplats 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, March 31st, 2026
1 Day
17,216.11
increased by 16,560.48
1 Week
4,057.81
increased by 3,402.18
1 Month
2,178.18
increased by 1,522.55
Analysis last updated: Tuesday, March 31, 2026 at 08:27 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 7.35 | |
| 0.0309 | 9.83 | |
| 0.8776 | 277.10 | |
| 0.1830 | 22.22 |
Estimation Period:
Apr 4, 2018 to Mar 27, 2026
Apr 4, 2018 to Mar 27, 2026
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