Affinity Bancshares Inc 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, June 10th, 2026
1 Day
7,133.32
increased by 1,896.79
1 Week
6,475.13
increased by 1,238.60
1 Month
8,002.00
increased by 2,765.47
Analysis last updated: Tuesday, June 9, 2026 at 09:10 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.09 | |
| 0.1079 | 12.25 | |
| 0.8827 | 217.94 | |
| 0.0188 | 0.80 |
Estimation Period:
Apr 28, 2017 to Jun 5, 2026
Apr 28, 2017 to Jun 5, 2026
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