Duong Hieu Trading And Minin 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 Tuesday, May 19th, 2026
1 Day
6,418.55
increased by 3,152.88
1 Week
4,060.87
increased by 795.20
1 Month
2,180.46
decreased by 1,085.21
Analysis last updated: Tuesday, May 19, 2026 at 10:15 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3476 | 8.82 | |
| 0.0836 | 3.98 | |
| 0.8182 | 142.30 | |
| 0.1962 | 1.96 |
Estimation Period:
Jul 27, 2012 to May 15, 2026
Jul 27, 2012 to May 15, 2026
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