Akastor Asa 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 Thursday, May 28th, 2026
1 Day
2,392.43
increased by 332.59
1 Week
2,623.01
increased by 563.17
1 Month
5,097.07
increased by 3,037.23
Analysis last updated: Thursday, May 28, 2026 at 11:35 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.30 | |
| 0.5528 | 0.86 | |
| 0.6400 | 6.82 | |
| -0.3856 | -0.56 |
Estimation Period:
May 25, 2004 to May 22, 2026
May 25, 2004 to May 22, 2026
Other Akastor Asa Analyses
Other Asymmetric ILLIQ Analyses on International Equities