Daytona Corp 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 Wednesday, April 15th, 2026
1 Day
756.78
decreased by 25.97
1 Week
777.58
decreased by 5.17
1 Month
1,285.51
increased by 502.76
Analysis last updated: Wednesday, April 15, 2026 at 07:50 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.10 | |
| 0.0898 | 25.78 | |
| 0.8858 | 370.16 | |
| 0.0488 | 7.95 |
Estimation Period:
Oct 22, 1997 to Apr 10, 2026
Oct 22, 1997 to Apr 10, 2026
Other Daytona Corp Analyses
Other Asymmetric ILLIQ Analyses on International Equities