Secondxight Analytica 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, July 3rd, 2026
1 Day
3,776.62
decreased by 566.90
1 Week
5,095.78
increased by 752.26
1 Month
4,361.81
increased by 18.29
Analysis last updated: Friday, July 3, 2026 at 08:29 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.54 | |
| 0.0000 | 0.00 | |
| 0.8683 | 133.55 | |
| 0.2633 | 25.08 |
Estimation Period:
Apr 4, 2022 to Jun 26, 2026
Apr 4, 2022 to Jun 26, 2026
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