Three F 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 Thursday, June 18th, 2026
1 Day
6,710.88
increased by 5,033.55
1 Week
2,597.90
increased by 920.57
1 Month
2,345.93
increased by 668.60
Analysis last updated: Thursday, June 18, 2026 at 08:03 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.83 | |
| 0.0689 | 24.26 | |
| 0.9005 | 505.35 | |
| 0.0610 | 9.23 |
Estimation Period:
Jul 29, 1997 to Jun 12, 2026
Jul 29, 1997 to Jun 12, 2026
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