Cosmic CRF 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 8th, 2026
1 Day
2,385.59
decreased by 17.15
1 Week
3,072.56
increased by 669.82
1 Month
4,286.62
increased by 1,883.88
Analysis last updated: Saturday, June 6, 2026 at 09:15 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.93 | |
| 0.1205 | 13.32 | |
| 0.8160 | 137.26 | |
| 0.1270 | 6.77 |
Estimation Period:
Jun 30, 2023 to Jun 5, 2026
Jun 30, 2023 to Jun 5, 2026
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