MasterCard Inc 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 30th, 2026
1 Day
8.25
decreased by 0.17
1 Week
8.46
increased by 0.04
1 Month
8.21
decreased by 0.21
Analysis last updated: Monday, June 29, 2026 at 09:43 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0443 | 7.44 | |
| 0.0282 | 15.48 | |
| 0.9462 | 682.70 | |
| 0.0512 | 14.52 |
Estimation Period:
May 25, 2006 to Jun 26, 2026
May 25, 2006 to Jun 26, 2026
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