Itafos 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, July 6th, 2026
1 Day
86,467.18
decreased by 502.24
1 Week
81,169.74
decreased by 5,799.68
1 Month
68,124.84
decreased by 18,844.58
Analysis last updated: Saturday, July 4, 2026 at 03:04 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.03 | |
| 0.0257 | 9.42 | |
| 0.9285 | 436.52 | |
| 0.0917 | 19.84 |
Estimation Period:
Dec 30, 2009 to Jul 3, 2026
Dec 30, 2009 to Jul 3, 2026
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