Napatech As 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 27th, 2026
1 Day
4,376.14
decreased by 13.54
1 Week
4,350.32
decreased by 39.36
1 Month
5,327.96
increased by 938.28
Analysis last updated: Wednesday, May 27, 2026 at 10:56 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.09 | |
| 0.0852 | 4.68 | |
| 0.9415 | 250.26 | |
| -0.0533 | -2.89 |
Estimation Period:
Dec 6, 2013 to May 22, 2026
Dec 6, 2013 to May 22, 2026
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