Obsidian Energy Ltd 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 Friday, June 26th, 2026
1 Day
5,484.25
decreased by 620.43
1 Week
5,242.02
decreased by 862.66
1 Month
4,430.89
decreased by 1,673.79
Analysis last updated: Thursday, June 25, 2026 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.73 | |
| 0.0878 | 31.46 | |
| 0.8808 | 513.01 | |
| 0.0627 | 15.76 |
Estimation Period:
Aug 26, 2004 to Jun 18, 2026
Aug 26, 2004 to Jun 18, 2026
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