JSS 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, June 15th, 2026
1 Day
6,500.56
decreased by 200.06
1 Week
6,843.88
increased by 143.26
1 Month
7,487.09
increased by 786.47
Analysis last updated: Saturday, June 13, 2026 at 11:21 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.82 | |
| 0.0522 | 17.65 | |
| 0.9370 | 481.77 | |
| 0.0214 | 3.81 |
Estimation Period:
Jun 28, 2013 to Jun 12, 2026
Jun 28, 2013 to Jun 12, 2026
Other JSS Corp Analyses
Other Asymmetric ILLIQ Analyses on International Equities