Farmers & Merchants Bancorp Inc/Archbold OH 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, June 29th, 2026
1 Day
5,624.97
decreased by 260.12
1 Week
6,056.74
increased by 171.65
1 Month
7,245.53
increased by 1,360.44
Analysis last updated: Friday, June 26, 2026 at 10:41 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0381 | 16.35 | |
| 0.9477 | 592.70 | |
| 0.0284 | 5.76 |
Estimation Period:
Jan 7, 2005 to Jun 26, 2026
Jan 7, 2005 to Jun 26, 2026
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