NPK International 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 Monday, May 18th, 2026
1 Day
2,154.86
increased by 155.58
1 Week
2,074.71
increased by 75.43
1 Month
1,990.53
decreased by 8.75
Analysis last updated: Friday, May 15, 2026 at 10:40 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1689 | 0.18 | |
| 0.0248 | 3.36 | |
| 0.9565 | 431.05 | |
| 0.0375 | 3.06 |
Estimation Period:
Sep 7, 1990 to May 15, 2026
Sep 7, 1990 to May 15, 2026
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