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 Monday, May 25th, 2026
1 Day
9,661.62
decreased by 264.02
1 Week
9,897.40
decreased by 28.24
1 Month
7,936.50
decreased by 1,989.14
Analysis last updated: Saturday, May 23, 2026 at 09:25 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 | |
| 0.0552 | 1.64 | |
| 0.9199 | 65.45 | |
| 0.0497 | 1.45 |
Estimation Period:
Oct 11, 2017 to May 22, 2026
Oct 11, 2017 to May 22, 2026
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