Nuveen Churchill DI LEN 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 Thursday, June 25th, 2026
1 Day
5,264.17
decreased by 644.94
1 Week
5,806.51
decreased by 102.60
1 Month
5,773.53
decreased by 135.58
Analysis last updated: Wednesday, June 24, 2026 at 09:45 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.82 | |
| 0.0914 | 11.27 | |
| 0.8900 | 180.64 | |
| 0.0371 | 2.27 |
Estimation Period:
Jan 25, 2024 to Jun 18, 2026
Jan 25, 2024 to Jun 18, 2026
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