Alliance Global Group 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 Tuesday, June 23rd, 2026
1 Day
6,705.12
increased by 3,428.29
1 Week
3,878.87
increased by 602.04
1 Month
2,491.31
decreased by 785.52
Analysis last updated: Tuesday, June 23, 2026 at 07:48 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9732 | 2.84 | |
| 0.1074 | 4.85 | |
| 0.8938 | 438.12 | |
| -0.0024 | -0.06 |
Estimation Period:
Feb 6, 2001 to Jun 19, 2026
Feb 6, 2001 to Jun 19, 2026
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