General Packer Co 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, May 21st, 2026
1 Day
5,701.59
increased by 2,476.07
1 Week
3,815.70
increased by 590.18
1 Month
3,285.96
increased by 60.44
Analysis last updated: Thursday, May 21, 2026 at 07:56 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.85 | |
| 0.0464 | 16.96 | |
| 0.9408 | 595.84 | |
| 0.0256 | 5.02 |
Estimation Period:
Dec 19, 2003 to May 15, 2026
Dec 19, 2003 to May 15, 2026
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