Landsmill Green 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, May 20th, 2026
1 Day
8,981.18
decreased by 1,113.31
1 Week
7,918.68
decreased by 2,175.81
1 Month
5,111.72
decreased by 4,982.77
Analysis last updated: Wednesday, May 20, 2026 at 07:17 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.15 | |
| 0.0758 | 5.06 | |
| 0.8566 | 38.85 | |
| 0.1352 | 1.70 |
Estimation Period:
Aug 3, 2009 to May 15, 2026
Aug 3, 2009 to May 15, 2026
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