Development Invt Constr 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, April 29th, 2026
1 Day
624.93
increased by 87.09
1 Week
556.14
increased by 18.30
1 Month
502.29
decreased by 35.55
Analysis last updated: Wednesday, April 29, 2026 at 09:46 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9628 | 2.81 | |
| 0.0512 | 12.35 | |
| 0.9319 | 319.05 | |
| 0.0338 | 3.38 |
Estimation Period:
Aug 10, 2011 to Apr 24, 2026
Aug 10, 2011 to Apr 24, 2026
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