CION Investment Corp 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, June 10th, 2026
1 Day
5,561.17
decreased by 54.54
1 Week
5,209.52
decreased by 406.19
1 Month
4,154.05
decreased by 1,461.66
Analysis last updated: Tuesday, June 9, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.18 | |
| 0.0575 | 9.94 | |
| 0.9307 | 319.73 | |
| 0.0236 | 2.24 |
Estimation Period:
Oct 5, 2021 to Jun 5, 2026
Oct 5, 2021 to Jun 5, 2026
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