Gray Media Inc 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 Thursday, May 14th, 2026
1 Day
4,837.85
increased by 16.95
1 Week
5,199.73
increased by 378.83
1 Month
4,922.34
increased by 101.44
Analysis last updated: Wednesday, May 13, 2026 at 09:59 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.13 | |
| 0.0988 | 35.75 | |
| 0.8845 | 585.79 | |
| 0.0332 | 7.82 |
Estimation Period:
Sep 24, 1996 to May 8, 2026
Sep 24, 1996 to May 8, 2026
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