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, May 20th, 2026
1 Day
0.99
increased by 0.04
1 Week
0.99
increased by 0.04
1 Month
1.03
increased by 0.08
Analysis last updated: Tuesday, May 19, 2026 at 09:58 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0042 | 6.55 | |
| 0.0267 | 26.23 | |
| 0.9533 | 1,169.63 | |
| 0.0401 | 23.61 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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