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 Sunday, July 5th, 2026
1 Day
7,378.45
increased by 1,941.77
1 Week
5,966.23
increased by 529.55
1 Month
5,217.71
decreased by 218.97
Analysis last updated: Friday, July 3, 2026 at 06:31 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5198 | 0.37 | |
| 0.0413 | 4.97 | |
| 0.9274 | 237.24 | |
| 0.0627 | 4.40 |
Estimation Period:
Oct 28, 2005 to Jul 2, 2026
Oct 28, 2005 to Jul 2, 2026
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