Donegal Group 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 Thursday, July 2nd, 2026
1 Day
4,588.05
increased by 256.15
1 Week
4,703.85
increased by 371.95
1 Month
5,249.82
increased by 917.92
Analysis last updated: Wednesday, July 1, 2026 at 09:21 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.69 | |
| 0.0673 | 19.45 | |
| 0.9215 | 537.30 | |
| 0.0225 | 3.70 |
Estimation Period:
May 3, 2001 to Jun 26, 2026
May 3, 2001 to Jun 26, 2026
Other Donegal Group Inc Analyses
Other Asymmetric ILLIQ Analyses on Equities