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 Monday, June 8th, 2026
1 Day
8,080.05
increased by 1,611.07
1 Week
7,393.56
increased by 924.58
1 Month
6,925.78
increased by 456.80
Analysis last updated: Saturday, June 6, 2026 at 11:42 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.22 | |
| 0.0950 | 14.44 | |
| 0.8557 | 193.56 | |
| 0.0986 | 9.71 |
Estimation Period:
Dec 11, 2018 to Jun 5, 2026
Dec 11, 2018 to Jun 5, 2026
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