FabricAI Inc 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 10th, 2026
1 Day
23,682.82
decreased by 3,390.58
1 Week
19,396.88
decreased by 7,676.52
1 Month
25,927.17
decreased by 1,146.23
Analysis last updated: Tuesday, June 9, 2026 at 09:12 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.37 | |
| 0.1555 | 28.12 | |
| 0.8113 | 372.67 | |
| 0.0663 | 7.88 |
Estimation Period:
Oct 6, 2003 to Jun 5, 2026
Oct 6, 2003 to Jun 5, 2026
Other FabricAI Inc Analyses
Other Asymmetric ILLIQ Analyses on Equities