Delta Corp 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, June 29th, 2026
1 Day
6,032.67
decreased by 257.87
1 Week
6,445.07
increased by 154.53
1 Month
7,148.30
increased by 857.76
Analysis last updated: Sunday, June 28, 2026 at 02:59 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.03 | |
| 0.0984 | 1.72 | |
| 0.9503 | 74.14 | |
| -0.0975 | -1.61 |
Estimation Period:
Feb 18, 2025 to Jun 26, 2026
Feb 18, 2025 to Jun 26, 2026
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