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 Wednesday, June 10th, 2026
1 Day
19,484.75
decreased by 778.26
1 Week
17,180.13
decreased by 3,082.88
1 Month
13,397.54
decreased by 6,865.47
Analysis last updated: Wednesday, June 10, 2026 at 07:27 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.85 | |
| 0.1058 | 30.50 | |
| 0.8749 | 404.65 | |
| 0.0387 | 5.70 |
Estimation Period:
Aug 11, 2005 to Jun 5, 2026
Aug 11, 2005 to Jun 5, 2026
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