Augmentum Fintech PLC/Fund 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, March 30th, 2026
1 Day
21,114.64
increased by 2,352.29
1 Week
20,060.06
increased by 1,297.71
1 Month
25,890.14
increased by 7,127.79
Analysis last updated: Sunday, March 29, 2026 at 05:09 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.17 | |
| 0.0224 | 3.28 | |
| 0.9633 | 262.33 | |
| 0.0287 | 3.21 |
Estimation Period:
Mar 13, 2018 to Mar 27, 2026
Mar 13, 2018 to Mar 27, 2026
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