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 8th, 2026
1 Day
479.61
increased by 47.38
1 Week
445.25
increased by 13.02
1 Month
531.93
increased by 99.70
Analysis last updated: Wednesday, April 8, 2026 at 08:48 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9519 | 2.79 | |
| 0.0513 | 12.36 | |
| 0.9318 | 318.13 | |
| 0.0339 | 3.39 |
Estimation Period:
Aug 10, 2011 to Apr 3, 2026
Aug 10, 2011 to Apr 3, 2026
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