Gmo Media Inc 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, April 30th, 2026
1 Day
9,136.09
increased by 5,657.36
1 Week
4,580.15
increased by 1,101.42
1 Month
2,567.81
decreased by 910.92
Analysis last updated: Wednesday, April 29, 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 | 2.97 | |
| 0.0920 | 14.87 | |
| 0.8694 | 267.93 | |
| 0.0770 | 7.14 |
Estimation Period:
Oct 23, 2015 to Apr 28, 2026
Oct 23, 2015 to Apr 28, 2026
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