Red Violet, Inc. 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 Thursday, May 28th, 2026
1 Day
4,447.56
decreased by 358.88
1 Week
4,800.57
decreased by 5.87
1 Month
6,040.35
increased by 1,233.91
Analysis last updated: Wednesday, May 27, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.60 | |
| 0.0763 | 21.09 | |
| 0.9052 | 377.17 | |
| 0.0371 | 5.30 |
Estimation Period:
Mar 26, 2018 to May 22, 2026
Mar 26, 2018 to May 22, 2026
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