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 14th, 2026
1 Day
108,243,700.00
decreased by 1,211,100.00
1 Week
110,698,580.00
increased by 1,243,780.00
1 Month
113,337,397.78
increased by 3,882,597.78
Analysis last updated: Tuesday, April 14, 2026 at 05:59 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 | 351.90 | |
| -0.0113 | -0.80 |
Estimation Period:
Jan 3, 1996 to Apr 10, 2026
Jan 3, 1996 to Apr 10, 2026
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