LSE Capital 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 Thursday, April 16th, 2026
1 Day
8,153.36
decreased by 1,366.16
1 Week
8,154.90
decreased by 1,364.62
1 Month
6,902.02
decreased by 2,617.50
Analysis last updated: Thursday, April 16, 2026 at 08:32 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.13 | |
| 0.0453 | 5.83 | |
| 0.8495 | 125.31 | |
| 0.2104 | 8.91 |
Estimation Period:
May 24, 2024 to Apr 10, 2026
May 24, 2024 to Apr 10, 2026
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