Cognyte Software 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 Wednesday, May 13th, 2026
1 Day
4,810.64
decreased by 142.65
1 Week
5,221.46
increased by 268.17
1 Month
5,766.04
increased by 812.75
Analysis last updated: Tuesday, May 12, 2026 at 09:22 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.00 | |
| 0.0411 | 9.40 | |
| 0.9277 | 370.78 | |
| 0.0624 | 8.37 |
Estimation Period:
Feb 2, 2021 to May 8, 2026
Feb 2, 2021 to May 8, 2026
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