ClearView Wealth Ltd/Australia 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
67,444.05
decreased by 1,682.84
1 Week
71,144.30
increased by 2,017.41
1 Month
105,040.33
increased by 35,913.44
Analysis last updated: Saturday, June 13, 2026 at 06:16 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.10 | |
| 0.0433 | 5.17 | |
| 0.9548 | 261.75 | |
| 0.0036 | 0.37 |
Estimation Period:
Dec 11, 2003 to Jun 12, 2026
Dec 11, 2003 to Jun 12, 2026
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