Amedeo Air Four Plus Limited 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 Tuesday, April 7th, 2026
1 Day
10,849.26
increased by 68.69
1 Week
10,927.82
increased by 147.25
1 Month
14,183.69
increased by 3,403.12
Analysis last updated: Friday, April 3, 2026 at 11:38 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.04 | |
| 0.0607 | 0.32 | |
| 0.9661 | 49.77 | |
| -0.0536 | -0.28 |
Estimation Period:
May 12, 2015 to Apr 2, 2026
May 12, 2015 to Apr 2, 2026
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