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 Wednesday, June 3rd, 2026
1 Day
10,350.28
decreased by 46.22
1 Week
10,676.67
increased by 280.17
1 Month
10,757.82
increased by 361.32
Analysis last updated: Wednesday, June 3, 2026 at 06:00 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.16 | |
| 0.0585 | 22.57 | |
| 0.9292 | 651.61 | |
| 0.0246 | 5.38 |
Estimation Period:
May 23, 2007 to May 29, 2026
May 23, 2007 to May 29, 2026
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