Nextdoor Holdings 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
4,302.49
decreased by 38.88
1 Week
4,669.02
increased by 327.65
1 Month
5,557.61
increased by 1,216.24
Analysis last updated: Friday, May 15, 2026 at 10:41 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.65 | |
| 0.1551 | 9.02 | |
| 0.8437 | 209.35 | |
| 0.0026 | 0.09 |
Estimation Period:
Mar 24, 2021 to May 15, 2026
Mar 24, 2021 to May 15, 2026
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