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 28th, 2026
1 Day
8.97
decreased by 0.31
1 Week
9.37
increased by 0.09
1 Month
8.77
decreased by 0.51
Analysis last updated: Monday, April 27, 2026 at 09:54 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 4.53 | |
| 0.0212 | 22.30 | |
| 0.9613 | 1,286.83 | |
| 0.0351 | 18.58 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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