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 Wednesday, May 20th, 2026
1 Day
8,106,678.00
decreased by 146,320.00
1 Week
8,422,055.50
increased by 169,057.50
1 Month
9,155,190.09
increased by 902,192.09
Analysis last updated: Wednesday, May 20, 2026 at 05:48 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 | |
| 0.0486 | 4.52 | |
| 0.9554 | 270.59 | |
| -0.0081 | -0.58 |
Estimation Period:
Aug 14, 2014 to May 15, 2026
Aug 14, 2014 to May 15, 2026
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