A Capital Holding 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 Sunday, May 3rd, 2026
1 Day
3,656.04
decreased by 499.34
1 Week
4,266.87
increased by 111.49
1 Month
6,812.10
increased by 2,656.72
Analysis last updated: Friday, May 1, 2026 at 08:08 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.15 | |
| 0.0761 | 8.81 | |
| 0.8786 | 148.90 | |
| 0.0906 | 4.70 |
Estimation Period:
May 26, 2023 to Apr 30, 2026
May 26, 2023 to Apr 30, 2026
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