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, June 8th, 2026
1 Day
493,905.60
decreased by 22,941.40
1 Week
541,970.12
increased by 25,123.12
1 Month
596,515.95
increased by 79,668.95
Analysis last updated: Saturday, June 6, 2026 at 08:30 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 | |
| 0.0701 | 6.16 | |
| 0.9556 | 267.98 | |
| -0.0514 | -4.88 |
Estimation Period:
Sep 14, 2006 to Jun 5, 2026
Sep 14, 2006 to Jun 5, 2026
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