Marketing Home Group Co Trad 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 Sunday, March 29th, 2026
1 Day
4,600.65
decreased by 275.28
1 Week
4,881.53
increased by 5.60
1 Month
4,581.90
decreased by 294.03
Analysis last updated: Sunday, March 29, 2026 at 04:26 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.50 | |
| 0.0000 | 0.00 | |
| 0.9425 | 90.96 | |
| 0.1150 | 2.78 |
Estimation Period:
Sep 2, 2025 to Mar 26, 2026
Sep 2, 2025 to Mar 26, 2026
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