New Constructors Network 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 Friday, June 26th, 2026
1 Day
11,107.47
decreased by 271.32
1 Week
11,353.15
decreased by 25.64
1 Month
9,864.85
decreased by 1,513.94
Analysis last updated: Friday, June 26, 2026 at 09:30 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.23 | |
| 0.0520 | 15.04 | |
| 0.9196 | 369.04 | |
| 0.0567 | 6.43 |
Estimation Period:
Mar 14, 2019 to Jun 19, 2026
Mar 14, 2019 to Jun 19, 2026
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