True Data 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, June 23rd, 2026
1 Day
4,758.73
decreased by 295.12
1 Week
5,444.55
increased by 390.70
1 Month
5,126.10
increased by 72.25
Analysis last updated: Tuesday, June 23, 2026 at 07:11 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.09 | |
| 0.0605 | 5.02 | |
| 0.8911 | 112.15 | |
| 0.0967 | 6.64 |
Estimation Period:
Dec 16, 2021 to Jun 19, 2026
Dec 16, 2021 to Jun 19, 2026
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