Label Vie 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, June 11th, 2026
1 Day
13,142.06
increased by 260.57
1 Week
13,052.74
increased by 171.25
1 Month
14,799.61
increased by 1,918.12
Analysis last updated: Thursday, June 11, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.19 | |
| 0.0315 | 6.00 | |
| 0.9799 | 431.28 | |
| -0.0227 | -3.31 |
Estimation Period:
Jul 2, 2008 to Jun 5, 2026
Jul 2, 2008 to Jun 5, 2026
Other Label Vie Analyses
Other Asymmetric ILLIQ Analyses on International Equities