Quercus Tfi Sa 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
69,532.94
decreased by 607.64
1 Week
72,181.02
increased by 2,040.44
1 Month
81,186.86
increased by 11,046.28
Analysis last updated: Sunday, July 5, 2026 at 12:46 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.01 | |
| 0.0495 | 1.26 | |
| 0.9715 | 177.31 | |
| -0.0419 | -1.05 |
Estimation Period:
Sep 11, 2008 to Jul 3, 2026
Sep 11, 2008 to Jul 3, 2026
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