National Bankshares Inc 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, April 29th, 2026
1 Day
8,749.39
decreased by 99.06
1 Week
8,839.01
decreased by 9.44
1 Month
10,849.29
increased by 2,000.84
Analysis last updated: Tuesday, April 28, 2026 at 09:08 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.17 | |
| 0.0458 | 21.67 | |
| 0.9499 | 678.48 | |
| 0.0087 | 2.08 |
Estimation Period:
Jul 23, 1999 to Apr 24, 2026
Jul 23, 1999 to Apr 24, 2026
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