Eraaya Lifespaces 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 27th, 2026
1 Day
4,482.41
increased by 473.23
1 Week
4,673.29
increased by 664.11
1 Month
5,049.85
increased by 1,040.67
Analysis last updated: Wednesday, May 27, 2026 at 09:02 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.56 | |
| 0.3329 | 17.48 | |
| 0.7092 | 56.78 | |
| -0.0842 | -3.53 |
Estimation Period:
Oct 29, 2013 to May 22, 2026
Oct 29, 2013 to May 22, 2026
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