Jmc 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 Wednesday, May 27th, 2026
1 Day
3,720.01
increased by 210.84
1 Week
3,535.90
increased by 26.73
1 Month
5,061.19
increased by 1,552.02
Analysis last updated: Wednesday, May 27, 2026 at 10:21 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9874 | 2.70 | |
| 0.1170 | 18.75 | |
| 0.8339 | 230.17 | |
| 0.0982 | 6.58 |
Estimation Period:
Nov 29, 2016 to May 22, 2026
Nov 29, 2016 to May 22, 2026
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