Neostellar Capital 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 Monday, July 6th, 2026
1 Day
8,298.74
increased by 346.32
1 Week
7,779.75
decreased by 172.67
1 Month
6,376.63
decreased by 1,575.79
Analysis last updated: Friday, July 3, 2026 at 02:08 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.50 | |
| 0.1293 | 27.88 | |
| 0.8493 | 397.23 | |
| 0.0429 | 5.28 |
Estimation Period:
Apr 28, 2011 to Jul 2, 2026
Apr 28, 2011 to Jul 2, 2026
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