D P Wires 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 Tuesday, June 23rd, 2026
1 Day
9,899.67
decreased by 500.22
1 Week
10,602.11
increased by 202.22
1 Month
9,898.89
decreased by 501.00
Analysis last updated: Tuesday, June 23, 2026 at 06:50 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 | |
| 0.0551 | 1.64 | |
| 0.9199 | 65.51 | |
| 0.0498 | 1.45 |
Estimation Period:
Oct 11, 2017 to Jun 19, 2026
Oct 11, 2017 to Jun 19, 2026
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