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, April 8th, 2026
1 Day
1.00
decreased by 0.03
1 Week
1.04
increased by 0.01
1 Month
0.99
decreased by 0.04
Analysis last updated: Tuesday, April 7, 2026 at 09:26 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0042 | 6.52 | |
| 0.0268 | 26.26 | |
| 0.9531 | 1,165.19 | |
| 0.0402 | 23.62 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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