Mohandes Insurance 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 Sunday, April 5th, 2026
1 Day
8,194.04
increased by 815.23
1 Week
7,758.67
increased by 379.86
1 Month
8,680.18
increased by 1,301.37
Analysis last updated: Friday, April 3, 2026 at 07:21 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.36 | |
| 0.0259 | 11.59 | |
| 0.9758 | 685.75 | |
| -0.0035 | -0.91 |
Estimation Period:
Sep 30, 1996 to Apr 2, 2026
Sep 30, 1996 to Apr 2, 2026
Other Mohandes Insurance Analyses
Other Asymmetric ILLIQ Analyses on International Equities