JFL Living FII 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 Wednesday, July 1st, 2026
1 Day
3,354,645.00
decreased by 276,675.00
1 Week
2,545,205.38
decreased by 1,086,114.62
1 Month
1,590,717.83
decreased by 2,040,602.17
Analysis last updated: Wednesday, July 1, 2026 at 09:00 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.01 | |
| 0.0740 | 5.84 | |
| 0.9230 | 132.52 | |
| 0.0060 | 0.16 |
Estimation Period:
Jan 29, 2021 to Jun 26, 2026
Jan 29, 2021 to Jun 26, 2026
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