Century Paper & Bd 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 28th, 2026
1 Day
3,223.20
increased by 370.16
1 Week
2,297.83
decreased by 555.21
1 Month
2,600.48
decreased by 252.56
Analysis last updated: Tuesday, April 28, 2026 at 08:17 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.34 | |
| 0.3142 | 1.10 | |
| 0.7221 | 11.00 | |
| -0.0725 | -0.25 |
Estimation Period:
Jan 8, 1996 to Apr 24, 2026
Jan 8, 1996 to Apr 24, 2026
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