TVE Co Ltd 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 8th, 2026
1 Day
566.22
increased by 60.07
1 Week
485.11
decreased by 21.04
1 Month
434.32
decreased by 71.83
Analysis last updated: Saturday, June 6, 2026 at 11:36 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7182 | 8.05 | |
| 0.0722 | 20.98 | |
| 0.9030 | 497.79 | |
| 0.0497 | 7.93 |
Estimation Period:
Mar 28, 2000 to Jun 5, 2026
Mar 28, 2000 to Jun 5, 2026
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