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, June 16th, 2026
1 Day
73,022.14
increased by 299.58
1 Week
74,587.52
increased by 1,864.96
1 Month
83,450.78
increased by 10,728.22
Analysis last updated: Tuesday, June 16, 2026 at 06:04 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 | |
| 0.0331 | 12.27 | |
| 0.9550 | 467.47 | |
| 0.0238 | 2.98 |
Estimation Period:
Dec 5, 2006 to Jun 12, 2026
Dec 5, 2006 to Jun 12, 2026
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