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 1st, 2026
1 Day
7,747.41
decreased by 404.46
1 Week
8,078.20
decreased by 73.67
1 Month
6,629.33
decreased by 1,522.54
Analysis last updated: Sunday, May 31, 2026 at 12:07 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.22 | |
| 0.0960 | 14.47 | |
| 0.8548 | 192.53 | |
| 0.0984 | 9.65 |
Estimation Period:
Dec 11, 2018 to May 29, 2026
Dec 11, 2018 to May 29, 2026
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