Grp 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 Wednesday, April 15th, 2026
1 Day
4,935.34
decreased by 122.25
1 Week
5,096.20
increased by 38.61
1 Month
5,744.94
increased by 687.35
Analysis last updated: Tuesday, April 14, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.72 | |
| 0.0432 | 12.63 | |
| 0.9508 | 244.11 | |
| 0.0120 | 1.28 |
Estimation Period:
Oct 8, 2009 to Apr 13, 2026
Oct 8, 2009 to Apr 13, 2026
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