Cadence Capital 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 Tuesday, April 7th, 2026
1 Day
82,578.87
decreased by 2,884.30
1 Week
84,620.98
decreased by 842.19
1 Month
81,475.30
decreased by 3,987.87
Analysis last updated: Friday, April 3, 2026 at 05:46 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.25 | |
| 0.0332 | 12.29 | |
| 0.9549 | 465.37 | |
| 0.0237 | 2.96 |
Estimation Period:
Dec 5, 2006 to Apr 2, 2026
Dec 5, 2006 to Apr 2, 2026
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