NVIDIA 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, June 22nd, 2026
1 Day
0.70
decreased by 0.03
1 Week
0.70
decreased by 0.03
1 Month
0.63
decreased by 0.10
Analysis last updated: Thursday, June 18, 2026 at 10:15 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0053 | 9.37 | |
| 0.0395 | 27.58 | |
| 0.9215 | 793.69 | |
| 0.0781 | 43.93 |
Estimation Period:
Jan 22, 1999 to Jun 18, 2026
Jan 22, 1999 to Jun 18, 2026
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