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, June 19th, 2026
1 Day
5,607.78
decreased by 86.00
1 Week
5,637.78
decreased by 56.00
1 Month
5,136.74
decreased by 557.04
Analysis last updated: Friday, June 19, 2026 at 09:34 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.73 | |
| 0.0432 | 12.64 | |
| 0.9509 | 246.17 | |
| 0.0117 | 1.27 |
Estimation Period:
Oct 8, 2009 to Jun 12, 2026
Oct 8, 2009 to Jun 12, 2026
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