Plastron Precision 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 1st, 2026
1 Day
3,388.36
increased by 382.76
1 Week
2,695.45
decreased by 310.15
1 Month
2,606.72
decreased by 398.88
Analysis last updated: Sunday, May 31, 2026 at 03:28 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.41 | |
| 0.1215 | 5.16 | |
| 0.8471 | 240.57 | |
| 0.0629 | 1.85 |
Estimation Period:
Oct 16, 2003 to May 29, 2026
Oct 16, 2003 to May 29, 2026
Other Plastron Precision Analyses
Other Asymmetric ILLIQ Analyses on International Equities