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, June 16th, 2026
1 Day
75,563,320.00
decreased by 852,430.00
1 Week
77,287,400.00
increased by 871,650.00
1 Month
80,832,622.31
increased by 4,416,872.31
Analysis last updated: Tuesday, June 16, 2026 at 06:01 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 | |
| 0.0169 | 1.32 | |
| 0.9888 | 352.65 | |
| -0.0115 | -0.81 |
Estimation Period:
Jan 3, 1996 to Jun 12, 2026
Jan 3, 1996 to Jun 12, 2026
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