Sierra Bancorp 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 10th, 2026
1 Day
6,456.16
decreased by 7.75
1 Week
6,650.73
increased by 186.82
1 Month
7,038.64
increased by 574.73
Analysis last updated: Tuesday, June 9, 2026 at 09:16 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.39 | |
| 0.0636 | 25.31 | |
| 0.9249 | 776.58 | |
| 0.0230 | 5.48 |
Estimation Period:
Jun 20, 1996 to Jun 5, 2026
Jun 20, 1996 to Jun 5, 2026
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