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 Monday, April 13th, 2026
1 Day
574.99
increased by 109.19
1 Week
490.22
increased by 24.42
1 Month
490.64
increased by 24.84
Analysis last updated: Sunday, April 12, 2026 at 02:31 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9615 | 2.80 | |
| 0.0512 | 12.35 | |
| 0.9319 | 318.59 | |
| 0.0339 | 3.39 |
Estimation Period:
Aug 10, 2011 to Apr 10, 2026
Aug 10, 2011 to Apr 10, 2026
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