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 Thursday, June 11th, 2026
1 Day
87,298.15
decreased by 1,620.56
1 Week
89,543.14
increased by 624.43
1 Month
129,761.95
increased by 40,843.24
Analysis last updated: Thursday, June 11, 2026 at 06:32 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 | |
| 0.0905 | 17.70 | |
| 0.9068 | 210.04 | |
| 0.0054 | 0.42 |
Estimation Period:
Nov 24, 2014 to Jun 5, 2026
Nov 24, 2014 to Jun 5, 2026
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