Btm 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 Thursday, April 2nd, 2026
1 Day
10,478.38
increased by 6,585.07
1 Week
4,771.97
increased by 878.66
1 Month
3,610.51
decreased by 282.80
Analysis last updated: Thursday, April 2, 2026 at 07:29 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5822 | 7.10 | |
| 0.2151 | 14.72 | |
| 0.7376 | 142.63 | |
| 0.0946 | 4.38 |
Estimation Period:
Dec 27, 2022 to Mar 27, 2026
Dec 27, 2022 to Mar 27, 2026
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