Linc Ab 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, May 14th, 2026
1 Day
5,158.52
decreased by 418.97
1 Week
5,147.58
decreased by 429.91
1 Month
5,708.96
increased by 131.47
Analysis last updated: Thursday, May 14, 2026 at 08:47 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.96 | |
| 0.0729 | 14.30 | |
| 0.9240 | 345.03 | |
| 0.0062 | 0.75 |
Estimation Period:
May 28, 2021 to May 8, 2026
May 28, 2021 to May 8, 2026
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