Ph Capital Ltd 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 Monday, July 6th, 2026
1 Day
11,081.30
decreased by 527.89
1 Week
11,592.41
decreased by 16.78
1 Month
15,207.71
increased by 3,598.52
Analysis last updated: Saturday, July 4, 2026 at 09:13 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.01 | |
| 0.0540 | 13.76 | |
| 0.9498 | 1,086.74 | |
| -0.0077 | -0.76 |
Estimation Period:
Mar 19, 2012 to Jul 3, 2026
Mar 19, 2012 to Jul 3, 2026
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