Reliable Data Services 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 Wednesday, May 13th, 2026
1 Day
9,656.01
increased by 6,665.71
1 Week
3,868.74
increased by 878.44
1 Month
3,521.62
increased by 531.32
Analysis last updated: Wednesday, May 13, 2026 at 07:52 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.24 | |
| 0.1109 | 13.11 | |
| 0.8587 | 194.10 | |
| 0.0608 | 5.09 |
Estimation Period:
Oct 25, 2017 to May 8, 2026
Oct 25, 2017 to May 8, 2026
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