Our Bond 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 Tuesday, June 30th, 2026
1 Day
54,094.34
decreased by 12,800.23
1 Week
58,267.22
decreased by 8,627.35
1 Month
119,873.98
increased by 52,979.41
Analysis last updated: Monday, June 29, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.00 | |
| 0.3111 | 6.31 | |
| 0.6855 | 35.43 | |
| 0.0068 | 0.08 |
Estimation Period:
Feb 4, 2026 to Jun 26, 2026
Feb 4, 2026 to Jun 26, 2026
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