Commercial Credit And Fin 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 Thursday, June 18th, 2026
1 Day
6,092.24
increased by 3,284.34
1 Week
3,506.73
increased by 698.83
1 Month
2,645.48
decreased by 162.42
Analysis last updated: Thursday, June 18, 2026 at 08:43 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2203 | 1.05 | |
| 0.0138 | 7.05 | |
| 0.9400 | 573.85 | |
| 0.0925 | 10.42 |
Estimation Period:
Jun 3, 2011 to Jun 12, 2026
Jun 3, 2011 to Jun 12, 2026
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