Phibro Animal Health 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, May 18th, 2026
1 Day
2,122.14
increased by 153.89
1 Week
2,031.18
increased by 62.93
1 Month
1,814.46
decreased by 153.79
Analysis last updated: Friday, May 15, 2026 at 09:13 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.46 | |
| 0.0450 | 15.02 | |
| 0.9316 | 521.29 | |
| 0.0469 | 7.57 |
Estimation Period:
Apr 11, 2014 to May 15, 2026
Apr 11, 2014 to May 15, 2026
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