Univance 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 Friday, June 19th, 2026
1 Day
5,270.17
increased by 2,788.88
1 Week
2,577.55
increased by 96.26
1 Month
1,868.49
decreased by 612.80
Analysis last updated: Friday, June 19, 2026 at 10:11 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.03 | |
| 0.0566 | 20.51 | |
| 0.9113 | 630.22 | |
| 0.0642 | 14.33 |
Estimation Period:
Oct 2, 1992 to Jun 12, 2026
Oct 2, 1992 to Jun 12, 2026
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