Pt Charnic Capital 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 Friday, April 24th, 2026
1 Day
4,305.20
decreased by 335.30
1 Week
2,769.95
decreased by 1,870.55
1 Month
2,188.72
decreased by 2,451.78
Analysis last updated: Friday, April 24, 2026 at 08:56 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.37 | |
| 0.0622 | 10.61 | |
| 0.8968 | 113.23 | |
| 0.0820 | 3.24 |
Estimation Period:
May 3, 2018 to Apr 17, 2026
May 3, 2018 to Apr 17, 2026
Other Pt Charnic Capital Analyses
Other Asymmetric ILLIQ Analyses on International Equities