First Business Financial Services 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 Monday, April 20th, 2026
1 Day
4,378.25
decreased by 18.79
1 Week
4,698.09
increased by 301.05
1 Month
5,888.74
increased by 1,491.70
Analysis last updated: Friday, April 17, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.34 | |
| 0.0566 | 22.34 | |
| 0.9260 | 446.69 | |
| 0.0348 | 6.14 |
Estimation Period:
Oct 7, 2005 to Apr 17, 2026
Oct 7, 2005 to Apr 17, 2026
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