DHM Investment and Trading JSC 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
1,658.60
decreased by 361.13
1 Week
2,481.30
increased by 461.57
1 Month
4,644.33
increased by 2,624.60
Analysis last updated: Wednesday, June 17, 2026 at 09:54 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3476 | 8.87 | |
| 0.0835 | 4.01 | |
| 0.8181 | 143.46 | |
| 0.1968 | 1.99 |
Estimation Period:
Jul 27, 2012 to Jun 12, 2026
Jul 27, 2012 to Jun 12, 2026
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