Ames National Corp 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 Tuesday, May 19th, 2026
1 Day
5,413.64
increased by 68.00
1 Week
5,302.71
decreased by 42.93
1 Month
5,056.48
decreased by 289.16
Analysis last updated: Monday, May 18, 2026 at 09:15 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.28 | |
| 0.0858 | 18.25 | |
| 0.9080 | 475.90 | |
| 0.0124 | 1.64 |
Estimation Period:
Aug 8, 1997 to May 15, 2026
Aug 8, 1997 to May 15, 2026
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