MediaAlpha 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 Thursday, July 2nd, 2026
1 Day
2,894.41
decreased by 226.95
1 Week
3,274.46
increased by 153.10
1 Month
5,088.02
increased by 1,966.66
Analysis last updated: Wednesday, July 1, 2026 at 09:52 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.68 | |
| 0.0622 | 12.42 | |
| 0.9043 | 328.96 | |
| 0.0669 | 6.78 |
Estimation Period:
Oct 28, 2020 to Jun 26, 2026
Oct 28, 2020 to Jun 26, 2026
Other MediaAlpha Inc Analyses
Other Asymmetric ILLIQ Analyses on Equities