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 Monday, June 1st, 2026
1 Day
4,080.33
decreased by 411.75
1 Week
4,490.53
decreased by 1.55
1 Month
5,274.50
increased by 782.42
Analysis last updated: Friday, May 29, 2026 at 10:44 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.66 | |
| 0.0624 | 12.23 | |
| 0.9042 | 326.54 | |
| 0.0667 | 6.60 |
Estimation Period:
Oct 28, 2020 to May 29, 2026
Oct 28, 2020 to May 29, 2026
Other MediaAlpha Inc Analyses
Other Asymmetric ILLIQ Analyses on Equities