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, June 10th, 2026
1 Day
2,019.46
increased by 1,352.96
1 Week
879.88
increased by 213.38
1 Month
625.38
decreased by 41.12
Analysis last updated: Wednesday, June 10, 2026 at 08:45 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9705 | 2.82 | |
| 0.0510 | 12.35 | |
| 0.9320 | 319.96 | |
| 0.0339 | 3.38 |
Estimation Period:
Aug 10, 2011 to Jun 5, 2026
Aug 10, 2011 to Jun 5, 2026
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