E-Logit 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, May 20th, 2026
1 Day
3,999.59
decreased by 946.37
1 Week
5,953.27
increased by 1,007.31
1 Month
5,238.11
increased by 292.15
Analysis last updated: Wednesday, May 20, 2026 at 07:59 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.33 | |
| 0.1786 | 10.41 | |
| 0.8076 | 114.93 | |
| 0.0276 | 1.34 |
Estimation Period:
Mar 26, 2021 to May 15, 2026
Mar 26, 2021 to May 15, 2026
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