Ricksoft Co Ltd 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 Monday, May 25th, 2026
1 Day
7,237.93
increased by 2,721.67
1 Week
4,624.10
increased by 107.84
1 Month
4,012.24
decreased by 504.02
Analysis last updated: Saturday, May 23, 2026 at 09:56 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1478 | 6.53 | |
| 0.1263 | 21.60 | |
| 0.8440 | 251.94 | |
| 0.0594 | 5.99 |
Estimation Period:
Feb 26, 2019 to May 22, 2026
Feb 26, 2019 to May 22, 2026
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