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 Friday, May 29th, 2026
1 Day
6,165.16
increased by 1,199.28
1 Week
4,876.95
decreased by 88.93
1 Month
5,700.06
increased by 734.18
Analysis last updated: Friday, May 29, 2026 at 07:41 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.05 | |
| 0.0602 | 4.90 | |
| 0.8906 | 110.43 | |
| 0.0984 | 6.61 |
Estimation Period:
Dec 16, 2021 to May 22, 2026
Dec 16, 2021 to May 22, 2026
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