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 Wednesday, April 29th, 2026
1 Day
6,113.38
decreased by 295.83
1 Week
6,863.18
increased by 453.97
1 Month
9,202.34
increased by 2,793.13
Analysis last updated: Wednesday, April 29, 2026 at 07:33 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 | |
| 0.0554 | 1.64 | |
| 0.9199 | 65.38 | |
| 0.0496 | 1.44 |
Estimation Period:
Oct 11, 2017 to Apr 24, 2026
Oct 11, 2017 to Apr 24, 2026
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