Emimen 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 Tuesday, June 16th, 2026
1 Day
4,237.72
increased by 2,063.26
1 Week
2,392.65
increased by 218.19
1 Month
1,668.09
decreased by 506.37
Analysis last updated: Tuesday, June 16, 2026 at 08:29 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.97 | |
| 0.0677 | 5.97 | |
| 0.9151 | 288.13 | |
| 0.0344 | 2.40 |
Estimation Period:
Oct 26, 2023 to Jun 12, 2026
Oct 26, 2023 to Jun 12, 2026
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