Danya Cebus 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 Sunday, April 12th, 2026
1 Day
4,775.37
decreased by 83.55
1 Week
4,817.15
decreased by 41.77
1 Month
5,059.46
increased by 200.54
Analysis last updated: Friday, April 10, 2026 at 07:34 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.28 | |
| 0.0890 | 12.54 | |
| 0.8966 | 275.53 | |
| 0.0289 | 2.15 |
Estimation Period:
Mar 1, 2021 to Apr 9, 2026
Mar 1, 2021 to Apr 9, 2026
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