Nanosonics Ltd 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 15th, 2026
1 Day
11,519.37
decreased by 261.33
1 Week
11,275.72
decreased by 504.98
1 Month
9,043.10
decreased by 2,737.60
Analysis last updated: Wednesday, April 15, 2026 at 05:58 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.55 | |
| 0.0728 | 7.36 | |
| 0.9248 | 218.72 | |
| 0.0049 | 0.33 |
Estimation Period:
May 17, 2007 to Apr 10, 2026
May 17, 2007 to Apr 10, 2026
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