L1 Group 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, June 23rd, 2026
1 Day
6,717.95
decreased by 373.93
1 Week
7,304.42
increased by 212.54
1 Month
9,182.95
increased by 2,091.07
Analysis last updated: Tuesday, June 23, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.19 | |
| 0.0597 | 22.83 | |
| 0.9285 | 648.42 | |
| 0.0236 | 5.14 |
Estimation Period:
May 23, 2007 to Jun 19, 2026
May 23, 2007 to Jun 19, 2026
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