Credit Corp Group Ltd 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
4,235.86
decreased by 140.60
1 Week
4,444.25
increased by 67.79
1 Month
4,729.13
increased by 352.67
Analysis last updated: Thursday, June 11, 2026 at 06:34 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.19 | |
| 0.0286 | 6.62 | |
| 0.9512 | 443.46 | |
| 0.0403 | 5.37 |
Estimation Period:
Sep 4, 2000 to Jun 5, 2026
Sep 4, 2000 to Jun 5, 2026
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