KLASS 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 20th, 2026
1 Day
7,113.72
decreased by 175.97
1 Week
6,633.25
decreased by 656.44
1 Month
5,107.38
decreased by 2,182.31
Analysis last updated: Wednesday, May 20, 2026 at 07:44 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.41 | |
| 0.0617 | 14.25 | |
| 0.8927 | 283.38 | |
| 0.0912 | 8.69 |
Estimation Period:
Oct 3, 2018 to May 15, 2026
Oct 3, 2018 to May 15, 2026
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