Import Y Export Patagonia 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, April 29th, 2026
1 Day
4,449.66
increased by 1,716.18
1 Week
2,911.45
increased by 177.97
1 Month
2,586.73
decreased by 146.75
Analysis last updated: Wednesday, April 29, 2026 at 06:01 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2381 | 1.66 | |
| 0.0347 | 13.44 | |
| 0.9735 | 672.29 | |
| -0.0164 | -6.02 |
Estimation Period:
Feb 10, 1997 to Apr 24, 2026
Feb 10, 1997 to Apr 24, 2026
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