Nova System Co Ltd 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, June 26th, 2026
1 Day
7,777.01
increased by 3,621.79
1 Week
4,280.76
increased by 125.54
1 Month
2,305.58
decreased by 1,849.64
Analysis last updated: Friday, June 26, 2026 at 09:31 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.18 | |
| 0.1275 | 9.48 | |
| 0.8555 | 119.48 | |
| 0.0340 | 1.32 |
Estimation Period:
Mar 29, 2023 to Jun 19, 2026
Mar 29, 2023 to Jun 19, 2026
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