Procter & Gamble Co/The 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, April 7th, 2026
1 Day
8.04
decreased by 0.11
1 Week
8.09
decreased by 0.06
1 Month
8.31
increased by 0.16
Analysis last updated: Monday, April 6, 2026 at 09:46 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 4.44 | |
| 0.0212 | 22.37 | |
| 0.9614 | 1,288.70 | |
| 0.0347 | 18.39 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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