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 Thursday, April 16th, 2026
1 Day
4,719.50
increased by 89.55
1 Week
4,634.99
increased by 5.04
1 Month
4,295.88
decreased by 334.07
Analysis last updated: Thursday, April 16, 2026 at 08:09 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3835 | 1.96 | |
| 0.0378 | 7.30 | |
| 0.9547 | 135.88 | |
| 0.0149 | 2.65 |
Estimation Period:
Aug 9, 1994 to Apr 10, 2026
Aug 9, 1994 to Apr 10, 2026
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