Altron 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, April 29th, 2026
1 Day
4,381.95
increased by 1,120.43
1 Week
3,575.89
increased by 314.37
1 Month
3,590.92
increased by 329.40
Analysis last updated: Wednesday, April 29, 2026 at 09:24 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.72 | |
| 0.0269 | 10.71 | |
| 0.9677 | 970.57 | |
| 0.0109 | 2.53 |
Estimation Period:
Jan 4, 1990 to Apr 24, 2026
Jan 4, 1990 to Apr 24, 2026
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