National Co For Learning 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 Sunday, May 17th, 2026
1 Day
5,131.62
decreased by 121.02
1 Week
5,144.45
decreased by 108.19
1 Month
4,674.72
decreased by 577.92
Analysis last updated: Friday, May 15, 2026 at 08:21 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.61 | |
| 0.1007 | 14.10 | |
| 0.8757 | 280.31 | |
| 0.0473 | 4.08 |
Estimation Period:
Nov 16, 2018 to May 14, 2026
Nov 16, 2018 to May 14, 2026
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