Fagron Nv 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 Thursday, April 16th, 2026
1 Day
2,916.18
increased by 4.40
1 Week
3,096.35
increased by 184.57
1 Month
3,933.60
increased by 1,021.82
Analysis last updated: Thursday, April 16, 2026 at 06:03 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.03 | |
| 0.0488 | 14.84 | |
| 0.9204 | 581.79 | |
| 0.0616 | 9.74 |
Estimation Period:
Oct 5, 2007 to Apr 10, 2026
Oct 5, 2007 to Apr 10, 2026
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