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 Monday, May 25th, 2026
1 Day
5,084.75
decreased by 183.45
1 Week
5,349.40
increased by 81.20
1 Month
5,756.32
increased by 488.12
Analysis last updated: Saturday, May 23, 2026 at 09:35 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 | 12.65 | |
| 0.9509 | 246.04 | |
| 0.0116 | 1.26 |
Estimation Period:
Oct 8, 2009 to May 22, 2026
Oct 8, 2009 to May 22, 2026
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