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, May 18th, 2026
1 Day
6,356.83
increased by 2,331.30
1 Week
4,038.51
increased by 12.98
1 Month
3,596.52
decreased by 429.01
Analysis last updated: Saturday, May 16, 2026 at 09:01 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.92 | |
| 0.1223 | 13.04 | |
| 0.8172 | 137.07 | |
| 0.1209 | 6.37 |
Estimation Period:
Jun 30, 2023 to May 15, 2026
Jun 30, 2023 to May 15, 2026
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