Nahar Spinning 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 Thursday, June 25th, 2026
1 Day
5,633.32
decreased by 531.45
1 Week
6,405.49
increased by 240.72
1 Month
7,433.40
increased by 1,268.63
Analysis last updated: Thursday, June 25, 2026 at 06:55 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.98 | |
| 0.0644 | 11.80 | |
| 0.8719 | 333.55 | |
| 0.1274 | 8.30 |
Estimation Period:
Jun 26, 1997 to Jun 19, 2026
Jun 26, 1997 to Jun 19, 2026
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