Duong Hieu Trading And Minin ILLIQ-MFMEM 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
28,028.29
increased by 21,843.47
1 Week
11,784.00
increased by 5,599.18
1 Month
5,252.79
decreased by 932.03
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 | |
|---|---|---|
| 56 | ||
| 0.5006 | 0.07 | |
| 0.7494 | 20.73 | |
| -0.5000 | -0.04 | |
| 0.0001 | 0.09 | |
| 0.2168 | 0.10 | |
| 0.7832 | 1.10 |
Estimation Period:
Jul 27, 2012 to May 15, 2026
Jul 27, 2012 to May 15, 2026
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