Commercial Synbags 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 Monday, June 29th, 2026
1 Day
2,896.28
increased by 446.02
1 Week
2,654.21
increased by 203.95
1 Month
1,341.27
decreased by 1,108.99
Analysis last updated: Friday, June 26, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.28 | |
| 0.1311 | 2.66 | |
| 0.9174 | 212.22 | |
| -0.0971 | -1.79 |
Estimation Period:
Jul 14, 2016 to Jun 25, 2026
Jul 14, 2016 to Jun 25, 2026
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