Balatacilar Balatacilik San 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 12th, 2026
1 Day
5,755.75
increased by 170.97
1 Week
5,804.15
increased by 219.37
1 Month
6,441.36
increased by 856.58
Analysis last updated: Tuesday, May 12, 2026 at 08:28 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.06 | |
| 0.0445 | 3.10 | |
| 0.8951 | 69.34 | |
| 0.1207 | 3.04 |
Estimation Period:
Aug 24, 2012 to May 8, 2026
Aug 24, 2012 to May 8, 2026
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