Felix Industries L 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 29th, 2026
1 Day
3,212.40
decreased by 415.85
1 Week
3,462.13
decreased by 166.12
1 Month
5,314.03
increased by 1,685.78
Analysis last updated: Wednesday, April 29, 2026 at 07:44 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.73 | |
| 0.1034 | 18.41 | |
| 0.8599 | 203.87 | |
| 0.0734 | 11.54 |
Estimation Period:
Dec 5, 2017 to Apr 24, 2026
Dec 5, 2017 to Apr 24, 2026
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