Vetnostrum Animal Health 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, June 11th, 2026
1 Day
6,813.89
increased by 402.07
1 Week
4,784.32
decreased by 1,627.50
1 Month
4,571.49
decreased by 1,840.33
Analysis last updated: Thursday, June 11, 2026 at 09:55 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.42 | |
| 0.1184 | 6.83 | |
| 0.8373 | 102.80 | |
| 0.0885 | 2.04 |
Estimation Period:
Mar 24, 2023 to Jun 5, 2026
Mar 24, 2023 to Jun 5, 2026
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