Papanets 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 13th, 2026
1 Day
5,056.90
increased by 1,822.76
1 Week
3,780.98
increased by 546.84
1 Month
4,549.16
increased by 1,315.02
Analysis last updated: Wednesday, May 13, 2026 at 08:01 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.16 | |
| 0.1175 | 6.64 | |
| 0.8672 | 80.43 | |
| 0.0306 | 0.79 |
Estimation Period:
Mar 20, 2025 to May 8, 2026
Mar 20, 2025 to May 8, 2026
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