Century Paper & Bd ILLIQ-MFMEM 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
6,443.88
increased by 985.80
1 Week
4,563.49
decreased by 894.59
1 Month
4,764.98
decreased by 693.10
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 | |
|---|---|---|
| 106 | ||
| 0.5689 | 0.15 | |
| 0.6811 | 58.01 | |
| -0.5000 | -0.08 | |
| 9.9241 | 0.16 | |
| 0.0000 | 0.05 | |
| 0.0000 | 0.15 |
Estimation Period:
Jan 8, 1996 to Apr 24, 2026
Jan 8, 1996 to Apr 24, 2026
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