LB Foster Co 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 30th, 2026
1 Day
10,683.69
increased by 112.96
1 Week
10,858.85
increased by 288.12
1 Month
14,635.35
increased by 4,064.62
Analysis last updated: Wednesday, April 29, 2026 at 10:06 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.75 | |
| 0.0381 | 11.80 | |
| 0.9571 | 666.51 | |
| 0.0095 | 2.41 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
Other LB Foster Co Analyses
Other Asymmetric ILLIQ Analyses on Equities