Post And Telecommunication 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 5th, 2026
1 Day
3,841.52
increased by 1,217.47
1 Week
3,232.79
increased by 608.74
1 Month
3,916.89
increased by 1,292.84
Analysis last updated: Friday, June 5, 2026 at 09:05 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1438 | 6.63 | |
| 0.0615 | 9.68 | |
| 0.9271 | 252.34 | |
| 0.0229 | 3.26 |
Estimation Period:
Dec 23, 2008 to May 22, 2026
Dec 23, 2008 to May 22, 2026
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