Lolc Finance Plc 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, June 12th, 2026
1 Day
13,616.21
increased by 10,188.59
1 Week
5,747.96
increased by 2,320.34
1 Month
3,928.09
increased by 500.47
Analysis last updated: Friday, June 12, 2026 at 10:05 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.02 | |
| 0.0585 | 0.21 | |
| 0.8365 | 2.85 | |
| 0.2099 | 0.09 |
Estimation Period:
Jul 12, 2011 to Jun 5, 2026
Jul 12, 2011 to Jun 5, 2026
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