Microsoft Corp 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 Wednesday, June 10th, 2026
1 Day
1.23
increased by 0.05
1 Week
1.17
decreased by 0.01
1 Month
1.01
decreased by 0.17
Analysis last updated: Tuesday, June 9, 2026 at 09:25 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0043 | 6.64 | |
| 0.0267 | 26.24 | |
| 0.9532 | 1,169.62 | |
| 0.0401 | 23.61 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other Microsoft Corp Analyses
Other Asymmetric ILLIQ Analyses on Equities