ECP Emerging Growth 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
8,028,733.00
decreased by 337,743.00
1 Week
8,534,399.00
increased by 167,923.00
1 Month
8,348,060.56
decreased by 18,415.44
Analysis last updated: Tuesday, June 16, 2026 at 05:58 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 | |
| 0.0485 | 4.52 | |
| 0.9555 | 271.46 | |
| -0.0081 | -0.58 |
Estimation Period:
Aug 14, 2014 to Jun 12, 2026
Aug 14, 2014 to Jun 12, 2026
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