Axis Consulting Corporation 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 Thursday, May 14th, 2026
1 Day
6,471.12
increased by 2,973.76
1 Week
4,170.73
increased by 673.37
1 Month
3,780.12
increased by 282.76
Analysis last updated: Thursday, May 14, 2026 at 08:05 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9700 | 12.53 | |
| 0.1538 | 13.30 | |
| 0.8482 | 157.98 | |
| -0.0039 | -0.26 |
Estimation Period:
Mar 27, 2023 to May 8, 2026
Mar 27, 2023 to May 8, 2026
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