Atlas Menkul Kiymetler Yatir 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, May 18th, 2026
1 Day
2,728.63
increased by 275.59
1 Week
2,435.48
decreased by 17.56
1 Month
2,079.33
decreased by 373.71
Analysis last updated: Sunday, May 17, 2026 at 01:31 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.27 | |
| 0.0555 | 7.06 | |
| 0.8787 | 348.96 | |
| 0.1317 | 6.07 |
Estimation Period:
Mar 28, 1995 to May 15, 2026
Mar 28, 1995 to May 15, 2026
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