Le Merite Exports Limited 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 Friday, May 29th, 2026
1 Day
6,789.26
increased by 3,481.00
1 Week
2,881.14
decreased by 427.12
1 Month
945.39
decreased by 2,362.87
Analysis last updated: Thursday, May 28, 2026 at 10:48 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.87 | |
| 0.1119 | 8.03 | |
| 0.8417 | 74.47 | |
| 0.0928 | 4.81 |
Estimation Period:
May 9, 2022 to May 27, 2026
May 9, 2022 to May 27, 2026
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