Sunnexta Group Inc 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, May 18th, 2026
1 Day
4,333.71
increased by 1,173.26
1 Week
3,654.51
increased by 494.06
1 Month
2,624.96
decreased by 535.49
Analysis last updated: Saturday, May 16, 2026 at 11:08 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.06 | |
| 0.0519 | 19.70 | |
| 0.9149 | 471.62 | |
| 0.0664 | 11.41 |
Estimation Period:
Sep 2, 2005 to May 15, 2026
Sep 2, 2005 to May 15, 2026
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