Elco 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 Sunday, June 21st, 2026
1 Day
4,355.20
decreased by 204.52
1 Week
4,886.33
increased by 326.61
1 Month
4,865.48
increased by 305.76
Analysis last updated: Friday, June 19, 2026 at 09:34 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.51 | |
| 0.0653 | 22.49 | |
| 0.9027 | 239.81 | |
| 0.0641 | 4.29 |
Estimation Period:
May 24, 2002 to Jun 18, 2026
May 24, 2002 to Jun 18, 2026
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