ITAB Shop Concept AB 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 Friday, May 1st, 2026
1 Day
5,213.90
increased by 53.18
1 Week
5,236.08
increased by 75.36
1 Month
5,349.25
increased by 188.53
Analysis last updated: Saturday, May 2, 2026 at 12:55 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.61 | |
| 0.0610 | 18.04 | |
| 0.9305 | 578.67 | |
| 0.0169 | 2.65 |
Estimation Period:
May 31, 2004 to Apr 24, 2026
May 31, 2004 to Apr 24, 2026
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