East West Banking Corp 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, April 1st, 2026
1 Day
5,000.45
increased by 1,718.39
1 Week
3,894.63
increased by 612.57
1 Month
3,693.88
increased by 411.82
Analysis last updated: Wednesday, April 1, 2026 at 08:01 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.94 | |
| 0.0503 | 13.32 | |
| 0.8966 | 344.72 | |
| 0.1061 | 8.18 |
Estimation Period:
May 9, 2012 to Mar 27, 2026
May 9, 2012 to Mar 27, 2026
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