Alue 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 Friday, June 26th, 2026
1 Day
7,633.39
decreased by 170.30
1 Week
9,064.52
increased by 1,260.83
1 Month
8,603.78
increased by 800.09
Analysis last updated: Friday, June 26, 2026 at 09:24 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.24 | |
| 0.0947 | 14.47 | |
| 0.8566 | 195.26 | |
| 0.0974 | 9.70 |
Estimation Period:
Dec 11, 2018 to Jun 19, 2026
Dec 11, 2018 to Jun 19, 2026
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