Anya Polytech & Fertilizers 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 22nd, 2026
1 Day
59,407.98
decreased by 2,150.78
1 Week
63,242.84
increased by 1,684.08
1 Month
62,790.80
increased by 1,232.04
Analysis last updated: Sunday, June 21, 2026 at 01:33 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.16 | |
| 0.0165 | 1.67 | |
| 0.9503 | 69.13 | |
| 0.0663 | 3.67 |
Estimation Period:
Jan 2, 2025 to Jun 19, 2026
Jan 2, 2025 to Jun 19, 2026
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