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, June 15th, 2026
1 Day
870.72
decreased by 15.27
1 Week
917.67
increased by 31.68
1 Month
944.63
increased by 58.64
Analysis last updated: Friday, June 12, 2026 at 10:58 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.41 | |
| 0.0334 | 10.25 | |
| 0.9341 | 461.05 | |
| 0.0650 | 7.91 |
Estimation Period:
Apr 24, 1998 to Jun 12, 2026
Apr 24, 1998 to Jun 12, 2026
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