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 Monday, April 13th, 2026
1 Day
4,868.13
increased by 842.62
1 Week
4,488.14
increased by 462.63
1 Month
4,720.44
increased by 694.93
Analysis last updated: Friday, April 10, 2026 at 10:40 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.12 | |
| 0.0990 | 35.63 | |
| 0.8843 | 583.31 | |
| 0.0334 | 7.83 |
Estimation Period:
Sep 24, 1996 to Apr 10, 2026
Sep 24, 1996 to Apr 10, 2026
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