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 Tuesday, June 23rd, 2026
1 Day
3,535.29
decreased by 465.65
1 Week
4,616.06
increased by 615.12
1 Month
8,494.20
increased by 4,493.26
Analysis last updated: Tuesday, June 23, 2026 at 06:57 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.84 | |
| 0.1208 | 8.13 | |
| 0.8334 | 73.35 | |
| 0.0917 | 4.78 |
Estimation Period:
May 9, 2022 to Jun 19, 2026
May 9, 2022 to Jun 19, 2026
Other Le Merite Exports Limited Analyses
Other Asymmetric ILLIQ Analyses on International Equities