Bailador Technology Investments Limited 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, May 25th, 2026
1 Day
135,757.00
decreased by 13,889.80
1 Week
147,187.46
decreased by 2,459.34
1 Month
157,420.96
increased by 7,774.16
Analysis last updated: Saturday, May 23, 2026 at 05:48 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.02 | |
| 0.0901 | 17.69 | |
| 0.9071 | 210.23 | |
| 0.0055 | 0.42 |
Estimation Period:
Nov 24, 2014 to May 22, 2026
Nov 24, 2014 to May 22, 2026
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