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 Wednesday, June 17th, 2026
1 Day
368,516.00
decreased by 6,433.30
1 Week
394,756.18
increased by 19,806.88
1 Month
522,979.66
increased by 148,030.36
Analysis last updated: Wednesday, June 17, 2026 at 07:42 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 | |
| 0.0704 | 6.16 | |
| 0.9556 | 268.12 | |
| -0.0520 | -4.92 |
Estimation Period:
Sep 14, 2006 to Jun 12, 2026
Sep 14, 2006 to Jun 12, 2026
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