Muro 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, July 1st, 2026
1 Day
5,276.60
increased by 636.26
1 Week
4,816.07
increased by 175.73
1 Month
5,645.70
increased by 1,005.36
Analysis last updated: Wednesday, July 1, 2026 at 07:59 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.46 | |
| 0.0345 | 24.00 | |
| 0.9435 | 702.04 | |
| 0.0439 | 12.11 |
Estimation Period:
Sep 2, 1997 to Jun 26, 2026
Sep 2, 1997 to Jun 26, 2026
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