Crops Corp 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 21st, 2026
1 Day
14,529.35
increased by 949.03
1 Week
13,585.96
increased by 5.64
1 Month
12,618.50
decreased by 961.82
Analysis last updated: Thursday, May 21, 2026 at 07:56 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.84 | |
| 0.1060 | 30.51 | |
| 0.8746 | 403.99 | |
| 0.0386 | 5.68 |
Estimation Period:
Aug 11, 2005 to May 15, 2026
Aug 11, 2005 to May 15, 2026
Other Crops Corp Analyses
Other Asymmetric ILLIQ Analyses on International Equities