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 Thursday, May 14th, 2026
1 Day
9,894.66
decreased by 482.68
1 Week
10,468.85
increased by 91.51
1 Month
10,590.47
increased by 213.13
Analysis last updated: Thursday, May 14, 2026 at 05:57 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.14 | |
| 0.0587 | 22.57 | |
| 0.9289 | 649.13 | |
| 0.0247 | 5.39 |
Estimation Period:
May 23, 2007 to May 8, 2026
May 23, 2007 to May 8, 2026
Other L1 Group Ltd Analyses
Other Asymmetric ILLIQ Analyses on International Equities