Teco Image 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, June 4th, 2026
1 Day
4,074.20
decreased by 122.55
1 Week
4,647.76
increased by 451.01
1 Month
5,678.31
increased by 1,481.56
Analysis last updated: Thursday, June 4, 2026 at 08:28 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.77 | |
| 0.0980 | 12.59 | |
| 0.8681 | 365.65 | |
| 0.0678 | 4.10 |
Estimation Period:
Jun 27, 2003 to May 29, 2026
Jun 27, 2003 to May 29, 2026
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