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 Friday, June 12th, 2026
1 Day
9.92
increased by 0.01
1 Week
10.06
increased by 0.15
1 Month
10.05
increased by 0.14
Analysis last updated: Friday, June 12, 2026 at 02:50 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0172 | 4.55 | |
| 0.0211 | 22.28 | |
| 0.9613 | 1,290.39 | |
| 0.0351 | 18.60 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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