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 Monday, April 27th, 2026
1 Day
98,949,180.00
decreased by 1,115,320.00
1 Week
100,618,720.00
increased by 554,220.00
1 Month
108,922,004.44
increased by 8,857,504.44
Analysis last updated: Saturday, April 25, 2026 at 06:12 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 | 1.32 | |
| 0.9888 | 352.15 | |
| -0.0113 | -0.80 |
Estimation Period:
Jan 3, 1996 to Apr 24, 2026
Jan 3, 1996 to Apr 24, 2026
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