QTREX Quantum 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 Friday, June 26th, 2026
1 Day
8,099.18
decreased by 500.37
1 Week
8,009.19
decreased by 590.36
1 Month
30,757.84
increased by 22,158.29
Analysis last updated: Thursday, June 25, 2026 at 09:28 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.02 | |
| 0.1187 | 17.14 | |
| 0.8119 | 158.73 | |
| 0.1387 | 7.89 |
Estimation Period:
Jul 14, 2021 to Jun 18, 2026
Jul 14, 2021 to Jun 18, 2026
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