Ateliers Mecaniduqes 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 Monday, June 8th, 2026
1 Day
3,382.63
increased by 1,053.00
1 Week
2,658.04
increased by 328.41
1 Month
2,490.48
increased by 160.85
Analysis last updated: Sunday, June 7, 2026 at 02:38 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.81 | |
| 0.0526 | 5.97 | |
| 0.9473 | 342.61 | |
| 0.0001 | 0.01 |
Estimation Period:
Dec 10, 2015 to Jun 5, 2026
Dec 10, 2015 to Jun 5, 2026
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