Better Home & Finance HLG Co 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 Wednesday, June 24th, 2026
1 Day
5,041.97
decreased by 113.15
1 Week
5,052.95
decreased by 102.17
1 Month
3,947.78
decreased by 1,207.34
Analysis last updated: Tuesday, June 23, 2026 at 09:18 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.37 | |
| 0.1420 | 6.50 | |
| 0.8924 | 205.68 | |
| -0.0688 | -2.14 |
Estimation Period:
Mar 4, 2021 to Jun 18, 2026
Mar 4, 2021 to Jun 18, 2026
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