Isras Investment Co Ltd 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, May 12th, 2026
1 Day
4,478.67
increased by 715.96
1 Week
4,024.53
increased by 261.82
1 Month
3,785.18
increased by 22.47
Analysis last updated: Tuesday, May 12, 2026 at 07:13 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.84 | |
| 0.0480 | 13.69 | |
| 0.9515 | 628.88 | |
| 0.0009 | 0.20 |
Estimation Period:
Jun 12, 2002 to May 8, 2026
Jun 12, 2002 to May 8, 2026
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