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 Wednesday, May 20th, 2026
1 Day
10.12
increased by 0.28
1 Week
10.06
increased by 0.22
1 Month
9.54
decreased by 0.30
Analysis last updated: Tuesday, May 19, 2026 at 10:25 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 | |
| 0.0211 | 22.28 | |
| 0.9613 | 1,288.64 | |
| 0.0350 | 18.57 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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