Nadex 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 Monday, June 15th, 2026
1 Day
3,440.66
increased by 2,678.08
1 Week
1,293.03
increased by 530.45
1 Month
827.25
increased by 64.67
Analysis last updated: Saturday, June 13, 2026 at 11:52 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.69 | |
| 0.0608 | 23.60 | |
| 0.9160 | 536.93 | |
| 0.0464 | 10.61 |
Estimation Period:
Apr 5, 1995 to Jun 12, 2026
Apr 5, 1995 to Jun 12, 2026
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