Terminalcare Support 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, June 17th, 2026
1 Day
5,832.52
increased by 298.66
1 Week
5,505.92
decreased by 27.94
1 Month
6,810.61
increased by 1,276.75
Analysis last updated: Wednesday, June 17, 2026 at 08:40 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.47 | |
| 0.1025 | 16.04 | |
| 0.8800 | 281.96 | |
| 0.0350 | 2.93 |
Estimation Period:
Mar 19, 2021 to Jun 12, 2026
Mar 19, 2021 to Jun 12, 2026
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