United Recommend Internation 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 Tuesday, June 9th, 2026
1 Day
11,625.24
increased by 8,084.70
1 Week
4,359.11
increased by 818.57
1 Month
2,819.86
decreased by 720.68
Analysis last updated: Tuesday, June 9, 2026 at 08:04 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.51 | |
| 0.1050 | 18.41 | |
| 0.8147 | 76.72 | |
| 0.1607 | 4.13 |
Estimation Period:
Jul 30, 2007 to Jun 5, 2026
Jul 30, 2007 to Jun 5, 2026
Other United Recommend Internation Analyses
Other Asymmetric ILLIQ Analyses on International Equities