Insteel Industries 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, April 16th, 2026
1 Day
5,011.01
increased by 283.53
1 Week
4,968.00
increased by 240.52
1 Month
5,063.27
increased by 335.79
Analysis last updated: Wednesday, April 15, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.93 | |
| 0.0585 | 14.06 | |
| 0.9232 | 623.81 | |
| 0.0365 | 4.53 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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