Integra Essentia Limited 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, June 17th, 2026
1 Day
6,609.66
increased by 300.24
1 Week
6,216.93
decreased by 92.49
1 Month
6,356.92
increased by 47.50
Analysis last updated: Wednesday, June 17, 2026 at 08:21 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0550 | 0.02 | |
| 0.0397 | 6.01 | |
| 0.9565 | 729.63 | |
| 0.0075 | 0.89 |
Estimation Period:
Aug 20, 2013 to Jun 12, 2026
Aug 20, 2013 to Jun 12, 2026
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