Crescent Capital BDC Inc 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 Friday, June 26th, 2026
1 Day
4,718.79
increased by 220.91
1 Week
4,369.44
decreased by 128.44
1 Month
5,243.68
increased by 745.80
Analysis last updated: Thursday, June 25, 2026 at 09:07 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.85 | |
| 0.0934 | 20.77 | |
| 0.8780 | 240.10 | |
| 0.0572 | 5.04 |
Estimation Period:
Feb 3, 2020 to Jun 18, 2026
Feb 3, 2020 to Jun 18, 2026
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