Quanex Building Products 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 Wednesday, June 3rd, 2026
1 Day
4,218.84
decreased by 232.94
1 Week
4,498.38
increased by 46.60
1 Month
4,808.99
increased by 357.21
Analysis last updated: Tuesday, June 2, 2026 at 10:02 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.33 | |
| 0.0674 | 29.57 | |
| 0.9113 | 478.86 | |
| 0.0426 | 12.32 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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