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, June 30th, 2026
1 Day
9.83
decreased by 0.18
1 Week
10.06
increased by 0.05
1 Month
10.00
decreased by 0.01
Analysis last updated: Monday, June 29, 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 | |
|---|---|---|
| 0.0172 | 4.56 | |
| 0.0211 | 22.26 | |
| 0.9614 | 1,292.17 | |
| 0.0351 | 18.62 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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