Cube 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, April 9th, 2026
1 Day
2,548.24
decreased by 186.52
1 Week
3,153.79
increased by 419.03
1 Month
4,646.53
increased by 1,911.77
Analysis last updated: Thursday, April 9, 2026 at 07:48 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.09 | |
| 0.0854 | 9.79 | |
| 0.8679 | 183.56 | |
| 0.0934 | 6.87 |
Estimation Period:
Oct 10, 2022 to Apr 3, 2026
Oct 10, 2022 to Apr 3, 2026
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