Bigbloc Constructi 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 Thursday, April 30th, 2026
1 Day
4,653.08
decreased by 134.48
1 Week
4,570.16
decreased by 217.40
1 Month
4,525.90
decreased by 261.66
Analysis last updated: Friday, May 1, 2026 at 04:41 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1269 | 0.26 | |
| 0.0499 | 1.75 | |
| 0.9456 | 256.82 | |
| 0.0090 | 0.26 |
Estimation Period:
Sep 5, 2016 to Apr 24, 2026
Sep 5, 2016 to Apr 24, 2026
Other Bigbloc Constructi Analyses
Other Asymmetric ILLIQ Analyses on International Equities