Casy 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 Wednesday, June 3rd, 2026
1 Day
8,226.95
increased by 3,857.24
1 Week
4,138.41
decreased by 231.30
1 Month
4,284.08
decreased by 85.63
Analysis last updated: Wednesday, June 3, 2026 at 07:49 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.38 | |
| 0.0991 | 14.90 | |
| 0.8523 | 137.33 | |
| 0.0972 | 5.51 |
Estimation Period:
Feb 23, 2022 to May 29, 2026
Feb 23, 2022 to May 29, 2026
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