Kitac 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 10th, 2026
1 Day
4,314.21
decreased by 277.33
1 Week
4,635.14
increased by 43.60
1 Month
4,189.59
decreased by 401.95
Analysis last updated: Friday, April 10, 2026 at 07:53 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.64 | |
| 0.0857 | 28.98 | |
| 0.8884 | 475.08 | |
| 0.0517 | 8.66 |
Estimation Period:
Jan 11, 1999 to Apr 3, 2026
Jan 11, 1999 to Apr 3, 2026
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