Excelsior Capital 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, April 7th, 2026
1 Day
114,533,700.00
decreased by 1,292,000.00
1 Week
115,827,000.00
increased by 1,300.00
1 Month
104,940,851.67
decreased by 10,884,848.33
Analysis last updated: Friday, April 3, 2026 at 05:47 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.00 | |
| 0.0168 | 1.31 | |
| 0.9888 | 351.64 | |
| -0.0112 | -0.79 |
Estimation Period:
Jan 3, 1996 to Apr 2, 2026
Jan 3, 1996 to Apr 2, 2026
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