Gacm Technologies Ltd 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 Tuesday, June 9th, 2026
1 Day
4,774.38
decreased by 641.75
1 Week
4,468.91
decreased by 947.22
1 Month
4,751.10
decreased by 665.03
Analysis last updated: Tuesday, June 9, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.67 | |
| 0.0828 | 9.59 | |
| 0.8806 | 194.56 | |
| 0.0732 | 6.67 |
Estimation Period:
Dec 26, 2011 to Jun 5, 2026
Dec 26, 2011 to Jun 5, 2026
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