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 Monday, June 8th, 2026
1 Day
1,569,664.00
decreased by 159,018.00
1 Week
1,438,189.50
decreased by 290,492.50
1 Month
1,968,730.30
increased by 240,048.30
Analysis last updated: Sunday, June 7, 2026 at 02:51 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.01 | |
| 0.0963 | 8.93 | |
| 0.8896 | 160.05 | |
| 0.0283 | 0.93 |
Estimation Period:
Jan 29, 2021 to Jun 5, 2026
Jan 29, 2021 to Jun 5, 2026
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