Luzerner Kantonalbank AG 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, May 19th, 2026
1 Day
4,433.13
increased by 5.38
1 Week
4,437.30
increased by 9.55
1 Month
4,373.24
decreased by 54.51
Analysis last updated: Tuesday, May 19, 2026 at 10:37 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.05 | |
| 0.0476 | 24.34 | |
| 0.9373 | 730.57 | |
| 0.0301 | 8.00 |
Estimation Period:
Apr 24, 1990 to May 15, 2026
Apr 24, 1990 to May 15, 2026
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