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 Monday, May 18th, 2026
1 Day
3,486.42
increased by 572.16
1 Week
3,243.23
increased by 328.97
1 Month
3,462.34
increased by 548.08
Analysis last updated: Saturday, May 16, 2026 at 10:51 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5109 | 2.18 | |
| 0.0273 | 6.11 | |
| 0.8870 | 239.40 | |
| 0.1715 | 10.96 |
Estimation Period:
Jun 28, 2022 to May 15, 2026
Jun 28, 2022 to May 15, 2026
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