CRA International Inc 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, July 6th, 2026
1 Day
746.87
decreased by 40.91
1 Week
777.48
decreased by 10.30
1 Month
855.26
increased by 67.48
Analysis last updated: Thursday, July 2, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.42 | |
| 0.0334 | 10.25 | |
| 0.9340 | 460.57 | |
| 0.0651 | 7.92 |
Estimation Period:
Apr 24, 1998 to Jul 2, 2026
Apr 24, 1998 to Jul 2, 2026
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