Nulab 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, April 24th, 2026
1 Day
5,929.30
increased by 2,714.98
1 Week
3,300.77
increased by 86.45
1 Month
3,415.07
increased by 200.75
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 | |
|---|---|---|
| 4.0244 | 2.79 | |
| 0.0573 | 9.60 | |
| 0.8671 | 193.51 | |
| 0.1512 | 10.92 |
Estimation Period:
Jun 28, 2022 to Apr 17, 2026
Jun 28, 2022 to Apr 17, 2026
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