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 Thursday, July 2nd, 2026
1 Day
1.33
decreased by 0.01
1 Week
1.38
increased by 0.04
1 Month
1.27
decreased by 0.07
Analysis last updated: Wednesday, July 1, 2026 at 09:29 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0043 | 6.62 | |
| 0.0267 | 26.25 | |
| 0.9533 | 1,171.15 | |
| 0.0400 | 23.61 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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