Dawood Lawrencepur Ltd 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, May 18th, 2026
1 Day
6,281.63
increased by 605.31
1 Week
5,976.68
increased by 300.36
1 Month
7,365.50
increased by 1,689.18
Analysis last updated: Saturday, May 16, 2026 at 11:48 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.03 | |
| 0.0310 | 2.59 | |
| 0.9469 | 105.55 | |
| 0.0441 | 0.56 |
Estimation Period:
Dec 28, 2004 to May 15, 2026
Dec 28, 2004 to May 15, 2026
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