EVT 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 Monday, June 22nd, 2026
1 Day
5,282.90
decreased by 93.02
1 Week
5,354.50
decreased by 21.42
1 Month
5,582.91
increased by 206.99
Analysis last updated: Saturday, June 20, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0046 | 7.69 | |
| 0.9806 | 1,574.04 | |
| 0.0295 | 17.90 |
Estimation Period:
Jan 29, 1990 to Jun 19, 2026
Jan 29, 1990 to Jun 19, 2026
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