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 Tuesday, June 16th, 2026
1 Day
73,968.65
decreased by 2,891.62
1 Week
81,708.31
increased by 4,848.04
1 Month
111,465.75
increased by 34,605.48
Analysis last updated: Tuesday, June 16, 2026 at 05:59 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 | |
| 0.0909 | 17.70 | |
| 0.9064 | 209.91 | |
| 0.0054 | 0.41 |
Estimation Period:
Nov 24, 2014 to Jun 12, 2026
Nov 24, 2014 to Jun 12, 2026
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