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 Wednesday, May 20th, 2026
1 Day
2,437.35
increased by 252.94
1 Week
2,422.31
increased by 237.90
1 Month
2,581.01
increased by 396.60
Analysis last updated: Wednesday, May 20, 2026 at 08:41 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.42 | |
| 0.1219 | 5.17 | |
| 0.8469 | 239.44 | |
| 0.0623 | 1.83 |
Estimation Period:
Oct 16, 2003 to May 15, 2026
Oct 16, 2003 to May 15, 2026
Other Plastron Precision Analyses
Other Asymmetric ILLIQ Analyses on International Equities