Asphere Innovations PCL 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 29th, 2026
1 Day
5,409.71
decreased by 582.88
1 Week
5,875.99
decreased by 116.60
1 Month
5,567.41
decreased by 425.18
Analysis last updated: Sunday, June 28, 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 | |
|---|---|---|
| 1.5764 | 1.16 | |
| 0.0585 | 4.40 | |
| 0.9025 | 278.03 | |
| 0.0781 | 2.92 |
Estimation Period:
Jun 18, 2008 to Jun 26, 2026
Jun 18, 2008 to Jun 26, 2026
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