Iba - Ion Beam Applications 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 Tuesday, June 30th, 2026
1 Day
32,475.73
decreased by 2,188.10
1 Week
36,429.60
increased by 1,765.77
1 Month
32,371.79
decreased by 2,292.04
Analysis last updated: Tuesday, June 30, 2026 at 05:50 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.54 | |
| 0.0670 | 33.00 | |
| 0.9009 | 586.93 | |
| 0.0641 | 15.35 |
Estimation Period:
Jun 24, 1998 to Jun 26, 2026
Jun 24, 1998 to Jun 26, 2026
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