Datagroup Se 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 25th, 2026
1 Day
569,041.20
decreased by 22,008.40
1 Week
609,973.72
increased by 18,924.12
1 Month
538,580.69
decreased by 52,468.91
Analysis last updated: Saturday, May 23, 2026 at 08:05 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.04 | |
| 0.0700 | 6.16 | |
| 0.9556 | 266.55 | |
| -0.0512 | -4.88 |
Estimation Period:
Sep 14, 2006 to May 22, 2026
Sep 14, 2006 to May 22, 2026
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