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 Friday, July 3rd, 2026
1 Day
6,984.93
increased by 3,974.12
1 Week
3,970.11
increased by 959.30
1 Month
4,720.24
increased by 1,709.43
Analysis last updated: Friday, July 3, 2026 at 08:39 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.40 | |
| 0.1805 | 10.50 | |
| 0.8087 | 116.77 | |
| 0.0215 | 1.05 |
Estimation Period:
Mar 26, 2021 to Jun 26, 2026
Mar 26, 2021 to Jun 26, 2026
Other E-Logit Co Ltd Analyses
Other Asymmetric ILLIQ Analyses on International Equities