Metalart Corp 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
2,552.90
increased by 1,499.66
1 Week
1,372.22
increased by 318.98
1 Month
1,246.35
increased by 193.11
Analysis last updated: Saturday, May 16, 2026 at 10:35 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 6.46 | |
| 0.0686 | 28.18 | |
| 0.8883 | 511.69 | |
| 0.0863 | 16.51 |
Estimation Period:
Sep 30, 1993 to May 15, 2026
Sep 30, 1993 to May 15, 2026
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