Solekia 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 Thursday, April 16th, 2026
1 Day
6,220.82
increased by 528.10
1 Week
4,036.07
decreased by 1,656.65
1 Month
1,953.54
decreased by 3,739.18
Analysis last updated: Thursday, April 16, 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 | 1.75 | |
| 0.0641 | 25.57 | |
| 0.9096 | 588.71 | |
| 0.0528 | 12.08 |
Estimation Period:
Jan 20, 1995 to Apr 3, 2026
Jan 20, 1995 to Apr 3, 2026
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