ECN Capital Corp 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 Thursday, April 2nd, 2026
1 Day
5,492.08
increased by 2,131.50
1 Week
3,983.45
increased by 622.87
1 Month
4,862.31
increased by 1,501.73
Analysis last updated: Thursday, April 2, 2026 at 11:32 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.20 | |
| 0.0830 | 18.02 | |
| 0.9099 | 387.68 | |
| 0.0142 | 2.00 |
Estimation Period:
Sep 28, 2016 to Mar 27, 2026
Sep 28, 2016 to Mar 27, 2026
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