Ridgepost Capital 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 Wednesday, May 6th, 2026
1 Day
5,287.39
increased by 324.20
1 Week
5,057.80
increased by 94.61
1 Month
4,411.91
decreased by 551.28
Analysis last updated: Tuesday, May 5, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.34 | |
| 0.0596 | 7.56 | |
| 0.9401 | 331.84 | |
| 0.0006 | 0.05 |
Estimation Period:
Oct 21, 2021 to May 1, 2026
Oct 21, 2021 to May 1, 2026
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