Jordan Phosphate 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 Sunday, July 5th, 2026
1 Day
8,019.47
increased by 342.62
1 Week
7,529.43
decreased by 147.42
1 Month
5,562.49
decreased by 2,114.36
Analysis last updated: Friday, July 3, 2026 at 08:32 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.13 | |
| 0.0225 | 8.85 | |
| 0.8950 | 225.55 | |
| 0.1650 | 8.30 |
Estimation Period:
Jan 20, 1995 to Jul 2, 2026
Jan 20, 1995 to Jul 2, 2026
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