Willtec 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, June 11th, 2026
1 Day
5,246.30
increased by 1,572.00
1 Week
3,679.37
increased by 5.07
1 Month
3,180.63
decreased by 493.67
Analysis last updated: Thursday, June 11, 2026 at 09:11 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.83 | |
| 0.0858 | 15.70 | |
| 0.8619 | 225.87 | |
| 0.1046 | 8.03 |
Estimation Period:
Mar 6, 2020 to Jun 5, 2026
Mar 6, 2020 to Jun 5, 2026
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