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 Wednesday, June 10th, 2026
1 Day
2,505.57
increased by 16.59
1 Week
2,456.78
decreased by 32.20
1 Month
2,081.81
decreased by 407.17
Analysis last updated: Tuesday, June 9, 2026 at 09:09 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.45 | |
| 0.0447 | 15.15 | |
| 0.9316 | 522.81 | |
| 0.0474 | 7.87 |
Estimation Period:
Apr 11, 2014 to Jun 5, 2026
Apr 11, 2014 to Jun 5, 2026
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