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 4th, 2026
1 Day
5,947.15
increased by 1,688.20
1 Week
4,506.77
increased by 247.82
1 Month
6,151.75
increased by 1,892.80
Analysis last updated: Wednesday, June 3, 2026 at 10:08 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.79 | |
| 0.0989 | 11.66 | |
| 0.8835 | 169.68 | |
| 0.0352 | 2.07 |
Estimation Period:
Jan 25, 2024 to May 29, 2026
Jan 25, 2024 to May 29, 2026
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