Melnick Even Desenvolvimento 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, May 18th, 2026
1 Day
5,803.70
decreased by 425.74
1 Week
6,147.26
decreased by 82.18
1 Month
5,636.58
decreased by 592.86
Analysis last updated: Sunday, May 17, 2026 at 02:38 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.40 | |
| 0.0895 | 15.31 | |
| 0.8920 | 266.44 | |
| 0.0369 | 3.16 |
Estimation Period:
Sep 28, 2020 to May 15, 2026
Sep 28, 2020 to May 15, 2026
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