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 Thursday, May 7th, 2026
1 Day
6,071.97
increased by 686.66
1 Week
5,728.64
increased by 343.33
1 Month
10,728.04
increased by 5,342.73
Analysis last updated: Saturday, May 2, 2026 at 09:15 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 | |
| 0.0964 | 14.51 | |
| 0.8553 | 192.38 | |
| 0.0966 | 9.43 |
Estimation Period:
Dec 11, 2018 to May 1, 2026
Dec 11, 2018 to May 1, 2026
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