Fms Enterprises Migun 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 Sunday, April 19th, 2026
1 Day
5,163.30
decreased by 228.34
1 Week
5,232.77
decreased by 158.87
1 Month
4,355.82
decreased by 1,035.82
Analysis last updated: Saturday, April 18, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.45 | |
| 0.0338 | 16.29 | |
| 0.9412 | 450.99 | |
| 0.0499 | 10.25 |
Estimation Period:
May 24, 2002 to Apr 17, 2026
May 24, 2002 to Apr 17, 2026
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