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 Tuesday, April 28th, 2026
1 Day
1.07
decreased by 0.04
1 Week
1.05
decreased by 0.06
1 Month
1.02
decreased by 0.09
Analysis last updated: Monday, April 27, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0044 | 6.78 | |
| 0.0269 | 26.31 | |
| 0.9530 | 1,163.63 | |
| 0.0402 | 23.59 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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