Charle 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
4,642.07
decreased by 215.51
1 Week
4,565.45
decreased by 292.13
1 Month
4,687.97
decreased by 169.61
Analysis last updated: Wednesday, May 13, 2026 at 08:34 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3750 | 1.96 | |
| 0.0379 | 7.31 | |
| 0.9547 | 136.16 | |
| 0.0147 | 2.63 |
Estimation Period:
Aug 9, 1994 to May 8, 2026
Aug 9, 1994 to May 8, 2026
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