Raoom Trading Company 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 Sunday, May 31st, 2026
1 Day
7,340.15
increased by 2,174.55
1 Month
3,394.19
decreased by 1,771.41
Analysis last updated: Saturday, May 23, 2026 at 03:56 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.17 | |
| 0.0883 | 7.59 | |
| 0.8516 | 142.44 | |
| 0.1201 | 3.43 |
Estimation Period:
Feb 22, 2022 to May 21, 2026
Feb 22, 2022 to May 21, 2026
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