Do & Co Ag 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 Tuesday, May 26th, 2026
1 Day
5,662.94
increased by 125.67
1 Week
5,554.19
increased by 16.92
1 Month
5,514.59
decreased by 22.68
Analysis last updated: Tuesday, May 26, 2026 at 06:03 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0230 | 7.82 | |
| 0.9773 | 841.01 | |
| -0.0006 | -0.10 |
Estimation Period:
Apr 15, 1999 to May 22, 2026
Apr 15, 1999 to May 22, 2026
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