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 Monday, May 25th, 2026
1 Day
91,033.59
increased by 656.78
1 Week
88,707.16
decreased by 1,669.65
1 Month
89,039.26
decreased by 1,337.55
Analysis last updated: Saturday, May 23, 2026 at 05:52 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 | 12.28 | |
| 0.9550 | 467.47 | |
| 0.0237 | 2.97 |
Estimation Period:
Dec 5, 2006 to May 22, 2026
Dec 5, 2006 to May 22, 2026
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