Soft99 Corp 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, April 24th, 2026
1 Day
7,505.74
increased by 5,263.75
1 Week
3,592.93
increased by 1,350.94
1 Month
1,741.48
decreased by 500.51
Analysis last updated: Friday, April 24, 2026 at 07:52 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 10.44 | |
| 0.0813 | 17.67 | |
| 0.9011 | 339.53 | |
| 0.0351 | 3.50 |
Estimation Period:
Jun 21, 2001 to Apr 17, 2026
Jun 21, 2001 to Apr 17, 2026
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