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 Friday, May 15th, 2026
1 Day
5,547.51
decreased by 243.77
1 Week
5,879.09
increased by 87.81
1 Month
5,514.66
decreased by 276.62
Analysis last updated: Friday, May 15, 2026 at 07:03 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 | |
| 0.0431 | 12.62 | |
| 0.9509 | 245.59 | |
| 0.0120 | 1.29 |
Estimation Period:
Oct 8, 2009 to May 8, 2026
Oct 8, 2009 to May 8, 2026
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