Orvis 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 Monday, June 22nd, 2026
1 Day
4,688.77
increased by 1,699.40
1 Week
3,173.13
increased by 183.76
1 Month
2,934.64
decreased by 54.73
Analysis last updated: Sunday, June 21, 2026 at 03:09 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.54 | |
| 0.0783 | 16.80 | |
| 0.8892 | 205.94 | |
| 0.0650 | 10.12 |
Estimation Period:
Sep 5, 2006 to Jun 19, 2026
Sep 5, 2006 to Jun 19, 2026
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