Apex Investment Company Psc 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, May 20th, 2026
1 Day
8,751.54
decreased by 582.29
1 Week
9,883.03
increased by 549.20
1 Month
12,248.37
increased by 2,914.54
Analysis last updated: Wednesday, May 20, 2026 at 05:43 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5366 | 0.37 | |
| 0.0410 | 4.96 | |
| 0.9277 | 237.74 | |
| 0.0628 | 4.43 |
Estimation Period:
Oct 28, 2005 to May 15, 2026
Oct 28, 2005 to May 15, 2026
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