Chorus 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 Friday, June 5th, 2026
1 Day
5,838.09
decreased by 289.02
1 Week
6,195.65
increased by 68.54
1 Month
6,459.81
increased by 332.70
Analysis last updated: Friday, June 5, 2026 at 08:27 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.76 | |
| 0.0480 | 14.15 | |
| 0.9500 | 642.74 | |
| 0.0039 | 0.68 |
Estimation Period:
Nov 23, 2011 to May 29, 2026
Nov 23, 2011 to May 29, 2026
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